+917.3%
MSFT vs RIG
-50.0%
+967.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +2.3% | -12.2% | +14.5% | +3.3% |
| 30D | -0.4% | -6.0% | +5.6% | 0.0% |
| 3M | +5.6% | -9.4% | +15.0% | +6.0% |
| 6M | +29.0% | -19.1% | +48.0% | +30.4% |
| YTD | +10.9% | +25.4% | -14.5% | +7.8% |
| 1Y | +6.2% | +23.3% | -17.1% | +3.3% |
| 3Y | +47.6% | -22.1% | +69.7% | +45.1% |
| 5Y | +67.9% | +50.1% | +17.8% | +50.9% |
| All | +917.3% | -50.0% | +967.3% | +791.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling