+569.6%
MA vs RIG
-48.7%
+618.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | -1.8% | -2.6% | +0.8% | -1.6% |
| 30D | +11.0% | -5.2% | +16.2% | +11.3% |
| 3M | +17.9% | -8.6% | +26.5% | +18.4% |
| 6M | +33.2% | -18.9% | +52.1% | +34.7% |
| YTD | +16.5% | +28.6% | -12.1% | +12.2% |
| 1Y | +19.1% | +25.5% | -6.4% | +14.8% |
| 3Y | +70.6% | -20.2% | +90.7% | +66.8% |
| 5Y | +92.1% | +53.9% | +38.2% | +69.0% |
| 10Y | +569.6% | -48.8% | +618.4% | +449.6% |
| All | +569.6% | -48.7% | +618.3% | +449.6% |
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