-4.5%
SLB vs MSI
+77.7%
-82.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -7.1% | +4.7% | -11.8% | -8.1% |
| 30D | +4.1% | +14.8% | -10.7% | +0.8% |
| 3M | -2.6% | +8.8% | -11.5% | -4.7% |
| 6M | -8.6% | +19.3% | -27.9% | -12.8% |
| YTD | +32.2% | +35.3% | -3.1% | +21.4% |
| 1Y | +40.7% | +33.8% | +6.9% | +29.4% |
| 3Y | -4.5% | +74.4% | -79.0% | -13.4% |
| All | -4.5% | +77.7% | -82.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling