+76.4%
SLB vs MKSI
+33.5%
+42.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.0% |
| 7D | +3.5% | +12.2% | -8.7% | +1.3% |
| 30D | +6.5% | -8.0% | +14.6% | +7.7% |
| 3M | -0.2% | -29.5% | +29.3% | +5.4% |
| 6M | -5.7% | -31.9% | +26.2% | -1.7% |
| YTD | +36.8% | +35.3% | +1.5% | +22.2% |
| 1Y | +45.8% | +50.3% | -4.5% | +27.1% |
| 3Y | +3.4% | +216.4% | -213.0% | -26.9% |
| All | +76.4% | +33.5% | +42.9% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling