+122.2%
MS vs RIG
+49.3%
+73.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -12.2% | +13.0% | +2.6% |
| 30D | -0.7% | -6.0% | +5.3% | -0.2% |
| 3M | -12.4% | -9.4% | -2.9% | -11.7% |
| 6M | -1.7% | -19.1% | +17.3% | +0.3% |
| YTD | +8.0% | +25.4% | -17.4% | +1.6% |
| 1Y | +16.2% | +23.3% | -7.1% | +9.5% |
| 3Y | +171.3% | -22.1% | +193.4% | +161.9% |
| All | +122.2% | +49.3% | +73.0% | +86.7% |
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