-95.2%
RIG vs MSCI
+3,174.4%
-3,269.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | -12.2% | +2.7% | -14.9% | -13.5% |
| 30D | -6.0% | +16.2% | -22.2% | -12.9% |
| 3M | -9.4% | +17.1% | -26.5% | -16.6% |
| 6M | -19.1% | +13.0% | -32.1% | -25.3% |
| YTD | +25.4% | +15.8% | +9.7% | +13.3% |
| 1Y | +23.3% | +15.5% | +7.8% | +11.5% |
| 3Y | -22.1% | +32.3% | -54.4% | -36.4% |
| 5Y | +50.1% | +8.2% | +42.0% | +30.7% |
| 10Y | -50.7% | +800.7% | -851.4% | -84.2% |
| All | -95.2% | +3,174.4% | -3,269.5% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling