+39.1%
SLB vs MOS
-16.7%
+55.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.1% |
| 7D | -7.7% | +22.5% | -30.2% | -10.2% |
| 30D | -0.7% | +6.6% | -7.4% | -1.6% |
| 3M | 0.0% | -3.8% | +3.8% | +0.4% |
| 6M | -10.4% | -2.2% | -8.2% | -10.3% |
| YTD | +31.5% | -4.8% | +36.2% | +26.3% |
| 1Y | +39.1% | -11.7% | +50.8% | +38.0% |
| All | +39.1% | -16.7% | +55.9% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling