-17.1%
SLB vs MTSI
+448.7%
-465.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.3% | -1.6% |
| 7D | -7.1% | -10.0% | +2.9% | -5.6% |
| 30D | +4.1% | -37.2% | +41.3% | +13.2% |
| 3M | -2.6% | -30.1% | +27.4% | +2.7% |
| 6M | -8.6% | -31.9% | +23.3% | -4.6% |
| YTD | +32.2% | +23.2% | +9.0% | +19.9% |
| 1Y | +40.7% | +26.4% | +14.3% | +26.5% |
| 3Y | -4.5% | +186.2% | -190.7% | -30.9% |
| 5Y | +66.4% | +187.0% | -120.7% | +17.0% |
| All | -17.1% | +448.7% | -465.8% | -55.5% |
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