+122.7%
SLB vs MOH
-19.7%
+142.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | +7.1% | -0.9% | +8.0% | +7.1% |
| 3M | +0.6% | +5.7% | -5.1% | +0.2% |
| 6M | +17.6% | +39.1% | -21.5% | +15.3% |
| YTD | +48.5% | +17.7% | +30.8% | +46.4% |
| 1Y | +59.4% | +8.4% | +51.0% | +57.5% |
| 3Y | -0.4% | -36.6% | +36.2% | 0.0% |
| All | +122.7% | -19.7% | +142.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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