+885.0%
MSFT vs RIG
-44.3%
+929.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.0% | -8.2% | +7.2% | -0.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | +22.1% | -2.7% | +24.8% | +22.1% |
| 6M | +20.6% | -7.5% | +28.0% | +20.8% |
| YTD | +2.3% | +38.3% | -36.0% | -1.1% |
| 1Y | -0.5% | +81.8% | -82.4% | -6.3% |
| 3Y | +50.5% | -30.2% | +80.7% | +49.6% |
| 5Y | +72.3% | +59.9% | +12.4% | +54.2% |
| 10Y | +885.0% | -41.9% | +926.9% | +733.9% |
| All | +885.0% | -44.3% | +929.3% | +733.9% |
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 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