-46.1%
RIG vs MAS
+213.7%
-259.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.7% | +3.7% |
| 7D | -24.5% | +2.0% | -26.5% | -25.6% |
| 30D | -2.8% | +19.4% | -22.2% | -11.6% |
| 3M | +1.6% | +9.4% | -7.9% | -4.2% |
| 6M | -15.9% | +15.3% | -31.2% | -24.7% |
| YTD | +26.9% | +31.3% | -4.4% | +2.9% |
| 1Y | +34.4% | +34.9% | -0.5% | +6.9% |
| 3Y | -21.2% | +58.6% | -79.8% | -43.6% |
| 5Y | +46.4% | +40.7% | +5.7% | +8.0% |
| All | -46.1% | +213.7% | -259.8% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling