-3.3%
SLB vs MTSI
+514.0%
-517.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +15.8% | +2.1% | +13.7% | +14.6% |
| 3M | -0.3% | -29.7% | +29.4% | +5.7% |
| 6M | +21.3% | +12.5% | +8.8% | +15.1% |
| YTD | +52.3% | +57.0% | -4.7% | +33.6% |
| 1Y | +63.6% | +103.9% | -40.3% | +34.5% |
| 3Y | +3.8% | +223.6% | -219.8% | -25.6% |
| 5Y | +128.6% | +321.6% | -192.9% | +50.8% |
| All | -3.3% | +514.0% | -517.4% | -51.0% |
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