+56.2%
RIG vs MKSI
+84.1%
-27.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.9% |
| 30D | -0.5% | -12.8% | +12.3% | +3.5% |
| 3M | -6.0% | -22.5% | +16.5% | -1.4% |
| 6M | -10.1% | +19.4% | -29.5% | -21.1% |
| YTD | +37.3% | +67.7% | -30.4% | +5.1% |
| 1Y | +73.9% | +131.4% | -57.5% | +16.4% |
| 3Y | -30.2% | +197.3% | -227.5% | -60.2% |
| All | +56.2% | +84.1% | -27.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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