-17.3%
SLB vs MSI
+670.3%
-687.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.3% | +7.4% | -11.7% | -7.6% |
| 30D | +1.9% | +18.7% | -16.8% | -6.3% |
| 3M | -5.7% | +14.5% | -20.2% | -12.0% |
| 6M | -5.3% | +38.1% | -43.5% | -19.7% |
| YTD | +32.2% | +38.7% | -6.6% | +10.4% |
| 1Y | +38.5% | +35.4% | +3.1% | +17.1% |
| 3Y | +1.1% | +75.1% | -74.0% | -27.5% |
| 5Y | +70.3% | +126.4% | -56.1% | +2.5% |
| 10Y | -17.3% | +671.4% | -688.7% | -66.5% |
| All | -17.3% | +670.3% | -687.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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