-3.1%
SLB vs MSI
+595.6%
-598.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +0.8% | -3.7% | +4.5% | +2.6% |
| 30D | +15.8% | +6.8% | +9.0% | +11.8% |
| 3M | -0.3% | +14.3% | -14.6% | -7.1% |
| 6M | +21.3% | -1.6% | +22.9% | +20.9% |
| YTD | +52.3% | +22.8% | +29.5% | +35.3% |
| 1Y | +63.6% | -1.1% | +64.7% | +61.6% |
| 3Y | +3.8% | +70.5% | -66.7% | -25.1% |
| 5Y | +128.6% | +102.8% | +25.8% | +45.3% |
| All | -3.1% | +595.6% | -598.8% | -57.4% |
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