+28.8%
RIG vs MAS
+38.6%
-9.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +4.3% | +1.2% | +3.2% | +4.6% |
| 30D | -5.8% | +21.6% | -27.4% | -2.5% |
| 3M | -6.7% | +14.1% | -20.8% | -4.2% |
| 6M | -18.7% | +22.6% | -41.3% | -15.5% |
| YTD | +28.8% | +35.4% | -6.6% | +29.4% |
| 1Y | +28.8% | +37.5% | -8.7% | +29.7% |
| All | +28.8% | +38.6% | -9.8% | +29.7% |
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