+63.6%
SLB vs MAS
+1.6%
+62.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +15.8% | -5.6% | +21.4% | +17.0% |
| 3M | -0.3% | +4.4% | -4.8% | -2.4% |
| 6M | +21.3% | +7.2% | +14.1% | +16.5% |
| YTD | +52.3% | +16.1% | +36.2% | +41.6% |
| 1Y | +63.6% | +0.1% | +63.5% | +51.2% |
| All | +63.6% | +1.6% | +62.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling