-2.1%
MA vs RIG
+85.2%
-87.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.8% |
| 30D | +1.4% | +9.5% | -8.1% | +1.7% |
| 3M | +17.7% | -6.6% | +24.4% | +17.9% |
| 6M | +9.7% | -2.9% | +12.5% | +10.4% |
| YTD | +0.5% | +39.5% | -39.0% | +1.3% |
| 1Y | -2.1% | +82.3% | -84.4% | -1.2% |
| All | -2.1% | +85.2% | -87.3% | -1.2% |
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