+42.5%
RIG vs MAS
+41.7%
+0.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.4% |
| 7D | -23.8% | +4.6% | -28.3% | -24.9% |
| 30D | -5.6% | +19.9% | -25.4% | -11.0% |
| 3M | -0.8% | +8.9% | -9.7% | -4.0% |
| 6M | -18.4% | +20.2% | -38.6% | -25.0% |
| YTD | +23.5% | +33.9% | -10.4% | +6.4% |
| 1Y | +30.8% | +34.7% | -3.9% | +12.1% |
| 3Y | -25.4% | +60.4% | -85.8% | -39.3% |
| 5Y | +42.5% | +43.5% | -1.0% | +14.8% |
| All | +42.5% | +41.7% | +0.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling