+15,614.6%
MA vs RIG
-92.8%
+15,707.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | +2.3% | -24.5% | +26.8% | +6.3% |
| 30D | +14.7% | -2.8% | +17.5% | +14.7% |
| 3M | +13.5% | +1.6% | +11.9% | +12.4% |
| 6M | +33.1% | -15.9% | +49.0% | +34.8% |
| YTD | +15.1% | +26.9% | -11.8% | +8.5% |
| 1Y | +18.7% | +34.4% | -15.6% | +10.7% |
| 3Y | +72.1% | -21.2% | +93.3% | +66.2% |
| 5Y | +92.8% | +46.4% | +46.4% | +56.6% |
| 10Y | +571.6% | -45.8% | +617.5% | +375.5% |
| All | +15,614.6% | -92.8% | +15,707.4% | +17,805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling