+120.4%
MSTR vs SLB
+132.5%
-12.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | +0.8% | +11.3% | +11.8% |
| 30D | +45.2% | +15.8% | +29.3% | +36.1% |
| 3M | +10.4% | -0.3% | +10.7% | +9.8% |
| 6M | -2.5% | +21.3% | -23.8% | -11.5% |
| YTD | -6.0% | +52.3% | -58.3% | -22.7% |
| 1Y | -56.4% | +63.6% | -120.0% | -65.5% |
| 3Y | +306.3% | +3.8% | +302.5% | +272.5% |
| All | +120.4% | +132.5% | -12.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling