-17.6%
SLB vs MTSI
+395.1%
-412.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -18.4% | +14.6% | 0.0% |
| 7D | -7.7% | -24.6% | +16.8% | -2.7% |
| 30D | -0.7% | -45.7% | +45.0% | +11.4% |
| 3M | 0.0% | -27.7% | +27.7% | +4.6% |
| 6M | -10.4% | -37.3% | +26.9% | -4.9% |
| YTD | +31.5% | +11.1% | +20.3% | +21.9% |
| 1Y | +39.1% | +27.2% | +12.0% | +24.6% |
| 3Y | -5.7% | +153.7% | -159.4% | -30.0% |
| 5Y | +65.4% | +159.0% | -93.5% | +19.0% |
| All | -17.6% | +395.1% | -412.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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