+505.6%
MA vs RIG
-42.7%
+548.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | +1.4% | +9.5% | -8.1% | +0.5% |
| 3M | +17.7% | -6.6% | +24.4% | +18.2% |
| 6M | +9.7% | -2.9% | +12.5% | +9.3% |
| YTD | +0.5% | +39.5% | -39.0% | -3.6% |
| 1Y | -2.1% | +82.3% | -84.4% | -8.8% |
| 3Y | +40.1% | -29.6% | +69.7% | +39.1% |
| 5Y | +67.5% | +63.2% | +4.3% | +46.7% |
| 10Y | +505.6% | -45.0% | +550.6% | +382.1% |
| All | +505.6% | -42.7% | +548.3% | +382.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling