+113.6%
MS vs RIG
+40.5%
+73.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.5% | -5.0% |
| 7D | -3.4% | -23.8% | +20.4% | +0.3% |
| 30D | -3.9% | -5.6% | +1.6% | -3.5% |
| 3M | -15.9% | -0.8% | -15.1% | -16.5% |
| 6M | -2.5% | -18.4% | +15.9% | -0.6% |
| YTD | +5.1% | +23.5% | -18.4% | -0.9% |
| 1Y | +13.0% | +30.8% | -17.8% | +5.4% |
| 3Y | +160.7% | -25.4% | +186.1% | +153.3% |
| All | +113.6% | +40.5% | +73.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling