+958.5%
SLB vs MAS
+1,430.5%
-472.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +15.8% | -5.6% | +21.4% | +17.8% |
| 3M | -0.3% | +4.4% | -4.8% | -2.6% |
| 6M | +21.3% | +7.2% | +14.1% | +17.0% |
| YTD | +52.3% | +16.1% | +36.2% | +42.7% |
| 1Y | +63.6% | +0.1% | +63.5% | +60.5% |
| 3Y | +3.8% | +28.3% | -24.5% | -7.5% |
| 5Y | +128.6% | +30.5% | +98.2% | +97.7% |
| 10Y | -3.1% | +139.1% | -142.2% | -32.0% |
| All | +958.5% | +1,430.5% | -472.0% | +328.9% |
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