+70.3%
SLB vs MTSI
+209.3%
-139.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.7% |
| 7D | -4.3% | -3.8% | -0.5% | -4.0% |
| 30D | +1.9% | -31.4% | +33.3% | +8.3% |
| 3M | -5.7% | -23.8% | +18.0% | -2.5% |
| 6M | -5.3% | -37.1% | +31.7% | +0.5% |
| YTD | +32.2% | +32.2% | -0.1% | +17.4% |
| 1Y | +38.5% | +26.9% | +11.6% | +23.8% |
| 3Y | +1.1% | +193.7% | -192.6% | -29.8% |
| 5Y | +70.3% | +218.0% | -147.8% | +7.1% |
| All | +70.3% | +209.3% | -139.1% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling