+11.0%
SLB vs MTSI
+1,308.1%
-1,297.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 3M | -0.3% | -29.7% | +29.4% | +5.2% |
| 6M | +21.3% | +12.5% | +8.8% | +15.7% |
| YTD | +52.3% | +57.0% | -4.7% | +35.1% |
| 1Y | +63.6% | +103.9% | -40.3% | +36.8% |
| 3Y | +3.8% | +223.6% | -219.8% | -23.2% |
| 5Y | +128.6% | +321.6% | -192.9% | +57.0% |
| 10Y | -3.1% | +517.7% | -520.8% | -46.4% |
| All | +11.0% | +1,308.1% | -1,297.1% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling