+22.5%
MA vs RIG
+43.0%
-20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.6% | +11.6% | +3.5% |
| 7D | +10.2% | -18.8% | +29.0% | +9.2% |
| 30D | +19.3% | -1.1% | +20.4% | +19.0% |
| 3M | +18.0% | +4.4% | +13.6% | +18.0% |
| 6M | +33.7% | -20.8% | +54.5% | +33.3% |
| YTD | +18.6% | +32.0% | -13.4% | +20.3% |
| 1Y | +22.5% | +39.7% | -17.3% | +23.5% |
| All | +22.5% | +43.0% | -20.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling