-47.9%
RIG vs MSI
+664.3%
-712.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.0% |
| 7D | +5.7% | +3.2% | +2.5% | +3.7% |
| 30D | -0.7% | +17.6% | -18.3% | -10.1% |
| 3M | -3.1% | +14.5% | -17.7% | -11.2% |
| 6M | -16.3% | +34.3% | -50.6% | -31.1% |
| YTD | +34.1% | +39.7% | -5.6% | +6.2% |
| 1Y | +38.2% | +40.2% | -2.0% | +9.1% |
| 3Y | -15.3% | +77.1% | -92.4% | -44.8% |
| 5Y | +62.5% | +124.0% | -61.6% | -12.8% |
| All | -47.9% | +664.3% | -712.2% | -81.4% |
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