+63.2%
RIG vs MSCI
-10.9%
+74.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.2% | -0.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +9.5% | -1.7% | +11.2% | +9.9% |
| 3M | -6.6% | -8.2% | +1.6% | -5.1% |
| 6M | -2.9% | -2.4% | -0.4% | -3.4% |
| YTD | +39.5% | -2.8% | +42.3% | +38.0% |
| 1Y | +82.3% | -2.7% | +84.9% | +79.3% |
| 3Y | -29.6% | +7.3% | -36.9% | -34.8% |
| 5Y | +63.2% | -11.4% | +74.6% | +34.8% |
| All | +63.2% | -10.9% | +74.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling