-17.6%
SLB vs MOS
+8.5%
-26.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -5.2% |
| 7D | -7.7% | +22.5% | -30.2% | -17.1% |
| 30D | -0.7% | +6.6% | -7.4% | -4.9% |
| 3M | 0.0% | -3.8% | +3.8% | -0.1% |
| 6M | -10.4% | -2.2% | -8.2% | -12.8% |
| YTD | +31.5% | -4.8% | +36.2% | +26.0% |
| 1Y | +39.1% | -11.7% | +50.8% | +37.8% |
| 3Y | -5.7% | -26.5% | +20.8% | -3.1% |
| 5Y | +65.4% | -32.2% | +97.6% | +63.9% |
| All | -17.6% | +8.5% | -26.1% | -49.4% |
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