-5.9%
SLB vs MKSI
+511.3%
-517.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | -2.4% | +4.9% | -7.3% | -3.8% |
| 30D | +4.9% | -11.0% | +15.9% | +8.0% |
| 3M | +1.4% | -17.1% | +18.5% | +3.5% |
| 6M | +17.6% | +16.4% | +1.2% | +7.4% |
| YTD | +48.3% | +64.3% | -16.0% | +20.6% |
| 1Y | +58.7% | +137.7% | -79.1% | +13.0% |
| 3Y | +0.6% | +189.1% | -188.6% | -38.2% |
| 5Y | +133.6% | +83.1% | +50.4% | +58.1% |
| All | -5.9% | +511.3% | -517.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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