-14.2%
SLB vs MSI
+683.5%
-697.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | -1.2% | +7.7% | -8.9% | -4.7% |
| 30D | +4.5% | +19.9% | -15.4% | -4.4% |
| 3M | -4.6% | +14.9% | -19.5% | -11.1% |
| 6M | -6.3% | +37.2% | -43.5% | -20.2% |
| YTD | +35.0% | +40.8% | -5.8% | +12.0% |
| 1Y | +38.8% | +38.1% | +0.7% | +16.2% |
| 3Y | +3.3% | +77.7% | -74.4% | -26.5% |
| 5Y | +73.6% | +129.0% | -55.4% | +3.9% |
| 10Y | -14.2% | +671.3% | -685.5% | -66.0% |
| All | -14.2% | +683.5% | -697.7% | -66.0% |
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