+160.4%
MS vs RIG
-24.1%
+184.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.9% |
| 7D | -1.6% | -24.5% | +22.9% | +2.3% |
| 30D | -3.8% | -2.8% | -1.0% | -3.8% |
| 3M | -14.6% | +1.6% | -16.1% | -15.6% |
| 6M | -5.1% | -15.9% | +10.8% | -3.8% |
| YTD | +4.5% | +26.9% | -22.4% | -2.8% |
| 1Y | +13.5% | +34.4% | -20.8% | +4.4% |
| 3Y | +160.4% | -21.2% | +181.6% | +153.2% |
| All | +160.4% | -24.1% | +184.5% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling