Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MS vs RIG✓SelectedUSD · RIGMS vs RIG performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,644.4%
RIG return
-40.2%
Excess return
+5,684.6%
Maximum drawdown
-88.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
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