+40.5%
RIG vs MAS
+47.3%
-6.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -2.6% |
| 7D | -17.0% | +3.3% | -20.3% | -17.9% |
| 30D | -6.2% | +25.5% | -31.6% | -12.9% |
| 3M | -1.7% | +11.8% | -13.5% | -5.7% |
| 6M | -19.2% | +21.3% | -40.5% | -25.8% |
| YTD | +25.2% | +37.7% | -12.6% | +6.9% |
| 1Y | +29.9% | +41.0% | -11.1% | +9.4% |
| 3Y | -21.3% | +63.0% | -84.3% | -36.4% |
| 5Y | +40.5% | +44.1% | -3.6% | +13.9% |
| All | +40.5% | +47.3% | -6.8% | +13.9% |
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