+578.8%
MS vs RIG
-46.5%
+625.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.3% |
| 7D | +0.7% | -17.0% | +17.8% | +3.6% |
| 30D | -0.9% | -6.2% | +5.2% | -0.3% |
| 3M | -13.0% | -1.7% | -11.3% | -13.4% |
| 6M | -2.0% | -19.2% | +17.2% | +0.2% |
| YTD | +7.8% | +25.2% | -17.4% | +1.6% |
| 1Y | +17.9% | +29.9% | -12.0% | +10.3% |
| 3Y | +174.8% | -21.3% | +196.1% | +167.1% |
| 5Y | +119.9% | +40.5% | +79.4% | +82.5% |
| 10Y | +578.8% | -49.6% | +628.4% | +414.3% |
| All | +578.8% | -46.5% | +625.3% | +414.3% |
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 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