+40.5%
RIG vs MSCI
+4.7%
+35.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -17.0% | +1.5% | -18.5% | -17.5% |
| 30D | -6.2% | +14.4% | -20.6% | -10.3% |
| 3M | -1.7% | +15.2% | -16.9% | -6.5% |
| 6M | -19.2% | +11.2% | -30.4% | -23.1% |
| YTD | +25.2% | +13.9% | +11.2% | +17.3% |
| 1Y | +29.9% | +12.5% | +17.4% | +22.2% |
| 3Y | -21.3% | +32.3% | -53.6% | -33.0% |
| 5Y | +40.5% | +4.9% | +35.6% | +26.0% |
| All | +40.5% | +4.7% | +35.8% | +26.0% |
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