-18.8%
RIG vs MSI
+77.7%
-96.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | -2.6% | +7.7% | -10.3% | -4.2% |
| 30D | -5.2% | +19.9% | -25.1% | -9.1% |
| 3M | -8.6% | +14.9% | -23.5% | -11.7% |
| 6M | -18.9% | +37.2% | -56.2% | -25.8% |
| YTD | +28.6% | +40.8% | -12.2% | +15.5% |
| 1Y | +25.5% | +38.1% | -12.6% | +13.5% |
| All | -18.8% | +77.7% | -96.5% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling