-47.9%
RIG vs MSCI
+811.9%
-859.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.5% |
| 7D | +5.7% | +3.0% | +2.7% | +4.2% |
| 30D | -0.7% | +17.8% | -18.5% | -9.2% |
| 3M | -3.1% | +15.2% | -18.3% | -10.7% |
| 6M | -16.3% | +16.5% | -32.8% | -24.6% |
| YTD | +34.1% | +16.4% | +17.8% | +19.4% |
| 1Y | +38.2% | +16.8% | +21.3% | +22.6% |
| 3Y | -15.3% | +35.8% | -51.1% | -34.4% |
| 5Y | +62.5% | +7.0% | +55.5% | +39.9% |
| All | -47.9% | +811.9% | -859.7% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling