-1.4%
SLB vs MAS
+67.0%
-68.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -2.8% |
| 7D | -4.1% | +14.2% | -18.2% | -8.0% |
| 30D | +2.5% | +26.8% | -24.3% | -5.1% |
| 3M | +2.0% | +13.1% | -11.1% | -2.3% |
| 6M | -6.3% | +27.9% | -34.3% | -15.1% |
| YTD | +36.5% | +38.7% | -2.1% | +18.5% |
| 1Y | +46.2% | +40.4% | +5.9% | +26.1% |
| All | -1.4% | +67.0% | -68.4% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling