-3.3%
SLB vs MAS
+137.9%
-141.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +15.8% | -5.6% | +21.4% | +18.3% |
| 3M | -0.3% | +4.4% | -4.8% | -3.4% |
| 6M | +21.3% | +7.2% | +14.1% | +15.5% |
| YTD | +52.3% | +16.1% | +36.2% | +39.5% |
| 1Y | +63.6% | +0.1% | +63.5% | +59.2% |
| 3Y | +3.8% | +28.3% | -24.5% | -11.5% |
| 5Y | +128.6% | +30.5% | +98.2% | +87.0% |
| All | -3.3% | +137.9% | -141.3% | -40.7% |
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