+794.2%
MS vs RIG
-42.7%
+836.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +2.5% | -2.7% | +5.2% | +2.9% |
| 30D | 0.0% | +9.5% | -9.5% | -1.7% |
| 3M | +2.4% | -6.6% | +9.1% | +3.2% |
| 6M | +36.4% | -2.9% | +39.3% | +35.5% |
| YTD | +23.8% | +39.5% | -15.7% | +15.4% |
| 1Y | +48.6% | +82.3% | -33.7% | +31.7% |
| 3Y | +179.1% | -29.6% | +208.7% | +177.4% |
| 5Y | +144.8% | +63.2% | +81.7% | +98.7% |
| 10Y | +794.2% | -45.0% | +839.2% | +558.0% |
| All | +794.2% | -42.7% | +836.9% | +558.0% |
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