+62.1%
MSTR vs SLB
+64.5%
-2.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -7.8% |
| 7D | -8.7% | -7.7% | -0.9% | -5.6% |
| 30D | -21.4% | -0.7% | -20.7% | -21.2% |
| 3M | +31.4% | 0.0% | +31.5% | +30.4% |
| 6M | -30.8% | -10.4% | -20.4% | -28.6% |
| YTD | -14.9% | +31.5% | -46.4% | -25.9% |
| 1Y | -49.3% | +39.1% | -88.4% | -57.1% |
| 3Y | +184.8% | -5.7% | +190.5% | +172.0% |
| 5Y | +62.1% | +65.4% | -3.3% | +18.0% |
| All | +62.1% | +64.5% | -2.4% | +18.0% |
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