+70.7%
MA vs RIG
-16.1%
+86.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +1.1% |
| 7D | +1.3% | +5.7% | -4.4% | +1.1% |
| 30D | +9.6% | -0.7% | +10.3% | +9.4% |
| 3M | +16.8% | -3.1% | +19.9% | +16.6% |
| 6M | +35.2% | -16.3% | +51.5% | +36.0% |
| YTD | +16.6% | +34.1% | -17.6% | +13.1% |
| 1Y | +19.8% | +38.2% | -18.4% | +15.9% |
| 3Y | +70.7% | -15.3% | +86.0% | +63.1% |
| All | +70.7% | -16.1% | +86.8% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling