+958.5%
SLB vs MOS
+155.8%
+802.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +0.8% | +9.5% | -8.7% | -2.3% |
| 30D | +15.8% | +10.4% | +5.4% | +11.7% |
| 3M | -0.3% | +12.9% | -13.2% | -5.5% |
| 6M | +21.3% | +1.2% | +20.1% | +17.4% |
| YTD | +52.3% | +9.3% | +43.0% | +43.3% |
| 1Y | +63.6% | -18.0% | +81.6% | +68.8% |
| 3Y | +3.8% | -29.0% | +32.8% | +9.2% |
| 5Y | +128.6% | -9.6% | +138.2% | +116.3% |
| 10Y | -3.1% | +6.1% | -9.1% | -18.5% |
| All | +958.5% | +155.8% | +802.7% | +557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling