-17.6%
SLB vs MAS
+219.8%
-237.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.3% |
| 7D | -7.7% | +4.6% | -12.3% | -9.5% |
| 30D | -0.7% | +19.9% | -20.6% | -8.3% |
| 3M | 0.0% | +8.9% | -8.9% | -4.2% |
| 6M | -10.4% | +20.2% | -30.6% | -18.7% |
| YTD | +31.5% | +33.9% | -2.4% | +12.7% |
| 1Y | +39.1% | +34.7% | +4.5% | +18.8% |
| 3Y | -5.7% | +60.4% | -66.1% | -27.4% |
| 5Y | +65.4% | +43.5% | +22.0% | +30.1% |
| All | -17.6% | +219.8% | -237.4% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling