+255.3%
SLB vs MKSI
+2,161.7%
-1,906.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.8% |
| 7D | +0.8% | +1.8% | -0.9% | +0.5% |
| 30D | +15.8% | -16.8% | +32.6% | +20.0% |
| 3M | -0.3% | -21.1% | +20.8% | +2.6% |
| 6M | +21.3% | +10.8% | +10.5% | +15.0% |
| YTD | +52.3% | +63.3% | -11.0% | +31.6% |
| 1Y | +63.6% | +157.0% | -93.4% | +26.1% |
| 3Y | +3.8% | +163.7% | -160.0% | -24.2% |
| 5Y | +128.6% | +82.0% | +46.7% | +74.3% |
| 10Y | -3.1% | +467.2% | -470.3% | -43.3% |
| All | +255.3% | +2,161.7% | -1,906.4% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling