+607.1%
MS vs RIG
-46.9%
+654.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.0% |
| 7D | -1.6% | -24.5% | +22.9% | +2.7% |
| 30D | -3.8% | -2.8% | -1.0% | -3.7% |
| 3M | -14.6% | +1.6% | -16.1% | -15.5% |
| 6M | -5.1% | -15.9% | +10.8% | -3.5% |
| YTD | +4.5% | +26.9% | -22.4% | -1.7% |
| 1Y | +13.5% | +34.4% | -20.8% | +5.6% |
| 3Y | +160.4% | -21.2% | +181.6% | +153.1% |
| 5Y | +112.9% | +46.4% | +66.5% | +75.4% |
| All | +607.1% | -46.9% | +654.0% | +428.6% |
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