+3.2%
SLB vs MTSI
+224.7%
-221.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +15.8% | +2.1% | +13.7% | +14.7% |
| 3M | -0.3% | -29.7% | +29.4% | +4.9% |
| 6M | +21.3% | +12.5% | +8.8% | +15.2% |
| YTD | +52.3% | +57.0% | -4.7% | +34.2% |
| 1Y | +63.6% | +103.9% | -40.3% | +34.7% |
| All | +3.2% | +224.7% | -221.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling