+849.0%
SLB vs MAS
+1,727.7%
-878.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -2.9% |
| 7D | -4.1% | +14.2% | -18.2% | -8.3% |
| 30D | +2.5% | +26.8% | -24.3% | -5.5% |
| 3M | +2.0% | +13.1% | -11.1% | -2.7% |
| 6M | -6.3% | +27.9% | -34.3% | -14.9% |
| YTD | +36.5% | +38.7% | -2.1% | +20.1% |
| 1Y | +46.2% | +40.4% | +5.9% | +28.0% |
| 3Y | -2.1% | +66.1% | -68.2% | -19.9% |
| 5Y | +73.7% | +47.4% | +26.3% | +43.9% |
| 10Y | -12.3% | +238.3% | -250.6% | -45.0% |
| All | +849.0% | +1,727.7% | -878.7% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling