+5,644.4%
MS vs RIG
-40.2%
+5,684.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -0.3% | +13.8% | -14.1% | -3.5% |
| 3M | +0.3% | -6.4% | +6.7% | +1.2% |
| 6M | +31.3% | -8.2% | +39.5% | +31.8% |
| YTD | +24.7% | +41.6% | -17.0% | +12.0% |
| 1Y | +47.9% | +88.7% | -40.8% | +22.8% |
| 3Y | +178.3% | -30.9% | +209.2% | +176.7% |
| 5Y | +144.9% | +57.7% | +87.2% | +78.0% |
| 10Y | +804.5% | -39.3% | +843.8% | +447.7% |
| All | +5,644.4% | -40.2% | +5,684.6% | +4,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling