-48.2%
RIG vs MAS
+1,137.5%
-1,185.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.2% |
| 7D | -23.8% | +4.6% | -28.3% | -25.2% |
| 30D | -5.6% | +19.9% | -25.4% | -11.9% |
| 3M | -0.8% | +8.9% | -9.7% | -4.6% |
| 6M | -18.4% | +20.2% | -38.6% | -25.4% |
| YTD | +23.5% | +33.9% | -10.4% | +7.0% |
| 1Y | +30.8% | +34.7% | -3.9% | +12.8% |
| 3Y | -25.4% | +60.4% | -85.8% | -39.5% |
| 5Y | +42.5% | +43.5% | -1.0% | +17.3% |
| 10Y | -47.3% | +226.7% | -274.0% | -66.9% |
| All | -48.2% | +1,137.5% | -1,185.7% | -79.7% |
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 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