+88.7%
RIG vs MAS
+1.6%
+87.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.6% |
| 7D | +0.9% | -0.8% | +1.6% | +0.8% |
| 30D | +13.8% | -5.6% | +19.4% | +13.2% |
| 3M | -6.4% | +4.4% | -10.8% | -6.0% |
| 6M | -8.2% | +7.2% | -15.4% | -7.9% |
| YTD | +41.6% | +16.1% | +25.5% | +37.9% |
| 1Y | +88.7% | +0.1% | +88.6% | +100.7% |
| All | +88.7% | +1.6% | +87.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling