+38.2%
RIG vs MSI
+37.5%
+0.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +5.7% | +3.2% | +2.5% | +5.7% |
| 30D | -0.7% | +17.6% | -18.3% | -1.5% |
| 3M | -3.1% | +14.5% | -17.7% | -4.0% |
| 6M | -16.3% | +34.3% | -50.6% | -19.2% |
| YTD | +34.1% | +39.7% | -5.6% | +22.7% |
| 1Y | +38.2% | +40.2% | -2.0% | +25.8% |
| All | +38.2% | +37.5% | +0.6% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling