-13.1%
SLB vs MKSI
+345.2%
-358.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.2% |
| 7D | +3.5% | +12.2% | -8.7% | +0.1% |
| 30D | +6.5% | -8.0% | +14.6% | +8.2% |
| 3M | -0.2% | -29.5% | +29.3% | +8.4% |
| 6M | -5.7% | -31.9% | +26.2% | +0.3% |
| YTD | +36.8% | +35.3% | +1.5% | +16.0% |
| 1Y | +45.8% | +50.3% | -4.5% | +19.3% |
| 3Y | +3.4% | +216.4% | -213.0% | -39.7% |
| 5Y | +76.1% | +34.4% | +41.7% | +30.7% |
| All | -13.1% | +345.2% | -358.3% | -53.2% |
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