+70.3%
SLB vs MOS
-30.3%
+100.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.3% |
| 7D | -4.3% | +24.8% | -29.1% | -12.0% |
| 30D | +1.9% | +22.7% | -20.7% | -5.8% |
| 3M | -5.7% | -1.2% | -4.5% | -6.3% |
| 6M | -5.3% | +5.5% | -10.9% | -9.3% |
| YTD | +32.2% | -2.0% | +34.1% | +27.0% |
| 1Y | +38.5% | -7.9% | +46.4% | +36.2% |
| 3Y | +1.1% | -25.0% | +26.1% | +3.4% |
| 5Y | +70.3% | -27.7% | +98.0% | +59.9% |
| All | +70.3% | -30.3% | +100.6% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling