-42.2%
RIG vs MSI
+605.3%
-647.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -0.5% | -0.8% | +0.2% | -0.3% |
| 3M | -6.0% | +13.9% | -19.9% | -14.1% |
| 6M | -10.1% | +1.3% | -11.5% | -12.8% |
| YTD | +37.3% | +22.3% | +15.0% | +18.1% |
| 1Y | +73.9% | -3.9% | +77.8% | +73.2% |
| 3Y | -30.2% | +69.9% | -100.1% | -53.7% |
| 5Y | +62.5% | +103.8% | -41.3% | -8.2% |
| All | -42.2% | +605.3% | -647.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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