+17.0%
MA vs RIG
+27.3%
-10.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.5% | +4.3% | -4.8% | -0.3% |
| 30D | +7.9% | -5.8% | +13.7% | +7.4% |
| 3M | +16.8% | -6.7% | +23.4% | +16.2% |
| 6M | +31.0% | -18.7% | +49.6% | +30.6% |
| YTD | +15.0% | +28.8% | -13.8% | +16.6% |
| 1Y | +17.0% | +28.8% | -11.8% | +18.3% |
| All | +17.0% | +27.3% | -10.2% | +18.3% |
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