+542.0%
MS vs RIG
-46.1%
+588.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | +0.1% |
| 7D | +5.1% | +5.7% | -0.6% | +4.1% |
| 30D | +5.7% | -0.7% | +6.4% | +5.4% |
| 3M | -12.2% | -3.1% | -9.0% | -12.3% |
| 6M | -0.5% | -16.3% | +15.8% | +1.2% |
| YTD | +9.8% | +34.1% | -24.3% | +2.4% |
| 1Y | +17.7% | +38.2% | -20.4% | +9.1% |
| 3Y | +176.8% | -15.3% | +192.1% | +166.0% |
| 5Y | +123.7% | +62.5% | +61.2% | +81.5% |
| All | +542.0% | -46.1% | +588.0% | +377.0% |
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