-40.5%
RIG vs MAS
+973.2%
-1,013.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.5% |
| 7D | +0.9% | -0.8% | +1.6% | +1.1% |
| 30D | +13.8% | -5.6% | +19.4% | +15.8% |
| 3M | -6.4% | +4.4% | -10.8% | -9.3% |
| 6M | -8.2% | +7.2% | -15.4% | -12.8% |
| YTD | +41.6% | +16.1% | +25.5% | +30.0% |
| 1Y | +88.7% | +0.1% | +88.6% | +82.1% |
| 3Y | -30.9% | +28.3% | -59.2% | -39.1% |
| 5Y | +57.7% | +30.5% | +27.2% | +34.7% |
| 10Y | -39.3% | +139.1% | -178.4% | -57.5% |
| All | -40.5% | +973.2% | -1,013.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling