-16.6%
SLB vs MOS
+6.2%
-22.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -3.7% | +19.7% | -23.3% | -12.4% |
| 30D | +2.9% | +21.5% | -18.6% | -7.3% |
| 3M | +0.2% | -0.4% | +0.6% | -1.5% |
| 6M | -4.4% | +4.5% | -9.0% | -9.8% |
| YTD | +33.4% | -2.9% | +36.3% | +26.7% |
| 1Y | +40.8% | -7.7% | +48.5% | +36.6% |
| 3Y | +3.2% | -25.6% | +28.8% | +5.6% |
| 5Y | +64.8% | -31.2% | +96.0% | +62.1% |
| 10Y | -16.6% | +2.8% | -19.4% | -48.8% |
| All | -16.6% | +6.2% | -22.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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