-79.1%
RIG vs MKSI
+2,222.5%
-2,301.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -3.1% | +2.7% | -5.8% | -3.8% |
| 30D | -0.5% | -12.8% | +12.3% | +2.7% |
| 3M | -6.0% | -22.5% | +16.5% | -2.1% |
| 6M | -10.1% | +19.4% | -29.5% | -17.4% |
| YTD | +37.3% | +67.7% | -30.4% | +14.9% |
| 1Y | +73.9% | +131.4% | -57.5% | +33.1% |
| 3Y | -30.2% | +197.3% | -227.5% | -51.4% |
| 5Y | +62.5% | +87.0% | -24.5% | +22.8% |
| 10Y | -42.3% | +522.1% | -564.4% | -65.6% |
| All | -79.1% | +2,222.5% | -2,301.6% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling