+28,340.6%
MSFT vs RIG
-40.2%
+28,380.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.7% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +2.7% | +13.8% | -11.1% | +1.1% |
| 3M | +17.0% | -6.4% | +23.4% | +17.5% |
| 6M | +23.8% | -8.2% | +32.0% | +24.1% |
| YTD | +4.0% | +41.6% | -37.7% | -1.2% |
| 1Y | -0.8% | +88.7% | -89.5% | -9.2% |
| 3Y | +55.6% | -30.9% | +86.5% | +54.6% |
| 5Y | +72.9% | +57.7% | +15.2% | +47.5% |
| 10Y | +875.8% | -39.3% | +915.1% | +652.7% |
| All | +28,340.6% | -40.2% | +28,380.8% | +22,642.9% |
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