-28.6%
RIG vs MAS
+29.0%
-57.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.4% |
| 7D | +0.9% | -0.8% | +1.6% | +1.0% |
| 30D | +13.8% | -5.6% | +19.4% | +15.6% |
| 3M | -6.4% | +4.4% | -10.8% | -9.8% |
| 6M | -8.2% | +7.2% | -15.4% | -13.6% |
| YTD | +41.6% | +16.1% | +25.5% | +25.6% |
| 1Y | +88.7% | +0.1% | +88.6% | +82.3% |
| All | -28.6% | +29.0% | -57.6% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling