+4,742.8%
MS vs RIG
-47.9%
+4,790.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.5% | -4.5% |
| 7D | -3.4% | -23.8% | +20.4% | +2.5% |
| 30D | -3.9% | -5.6% | +1.6% | -3.2% |
| 3M | -15.9% | -0.8% | -15.1% | -16.7% |
| 6M | -2.5% | -18.4% | +15.9% | +0.4% |
| YTD | +5.1% | +23.5% | -18.4% | -3.4% |
| 1Y | +13.0% | +30.8% | -17.8% | +2.2% |
| 3Y | +160.7% | -25.4% | +186.1% | +152.7% |
| 5Y | +114.0% | +42.5% | +71.6% | +59.1% |
| 10Y | +637.5% | -47.3% | +684.7% | +362.5% |
| All | +4,742.8% | -47.9% | +4,790.7% | +3,696.9% |
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