+34.4%
RIG vs MAS
+32.0%
+2.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.7% | +2.4% |
| 7D | -24.5% | +2.0% | -26.5% | -24.0% |
| 30D | -2.8% | +19.4% | -22.2% | +0.3% |
| 3M | +1.6% | +9.4% | -7.9% | +3.5% |
| 6M | -15.9% | +15.3% | -31.2% | -13.0% |
| YTD | +26.9% | +31.3% | -4.4% | +27.8% |
| 1Y | +34.4% | +34.9% | -0.5% | +36.7% |
| All | +34.4% | +32.0% | +2.4% | +36.7% |
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