+1,124.1%
MSTR vs SLB
+160.6%
+963.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -8.0% |
| 7D | -8.7% | -7.7% | -0.9% | -6.2% |
| 30D | -21.4% | -0.7% | -20.7% | -21.2% |
| 3M | +31.4% | 0.0% | +31.5% | +30.7% |
| 6M | -30.8% | -10.4% | -20.4% | -29.1% |
| YTD | -14.9% | +31.5% | -46.4% | -23.5% |
| 1Y | -49.3% | +39.1% | -88.4% | -55.4% |
| 3Y | +184.8% | -5.7% | +190.5% | +182.6% |
| 5Y | +62.1% | +65.4% | -3.3% | +29.9% |
| 10Y | +580.0% | -15.6% | +595.5% | +498.9% |
| All | +1,124.1% | +160.6% | +963.6% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling