-16.6%
SLB vs MSI
+689.5%
-706.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.3% |
| 7D | -3.7% | +8.3% | -12.0% | -7.5% |
| 30D | +2.9% | +18.9% | -15.9% | -5.4% |
| 3M | +0.2% | +13.2% | -13.0% | -6.0% |
| 6M | -4.4% | +38.3% | -42.7% | -19.0% |
| YTD | +33.4% | +38.9% | -5.5% | +11.4% |
| 1Y | +40.8% | +36.7% | +4.1% | +18.4% |
| 3Y | +3.2% | +76.6% | -73.4% | -26.4% |
| 5Y | +64.8% | +124.5% | -59.7% | -0.3% |
| 10Y | -16.6% | +674.5% | -691.1% | -66.2% |
| All | -16.6% | +689.5% | -706.1% | -66.2% |
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