+64.8%
SLB vs MSCI
+4.7%
+60.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -3.7% | +1.5% | -5.1% | -3.9% |
| 30D | +2.9% | +14.4% | -11.5% | +0.8% |
| 3M | +0.2% | +15.2% | -15.0% | -2.0% |
| 6M | -4.4% | +11.2% | -15.7% | -6.5% |
| YTD | +33.4% | +13.9% | +19.5% | +29.5% |
| 1Y | +40.8% | +12.5% | +28.3% | +36.9% |
| 3Y | +3.2% | +32.3% | -29.1% | -3.8% |
| 5Y | +64.8% | +4.9% | +59.9% | +60.5% |
| All | +64.8% | +4.7% | +60.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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