+59.9%
RIG vs MSI
+97.7%
-37.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -8.2% | -4.0% | -4.2% | -6.8% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -2.7% | +11.4% | -14.1% | -7.3% |
| 6M | -7.5% | +1.0% | -8.4% | -8.7% |
| YTD | +38.3% | +20.7% | +17.6% | +26.2% |
| 1Y | +81.8% | -2.7% | +84.5% | +81.4% |
| 3Y | -30.2% | +68.2% | -98.4% | -46.9% |
| 5Y | +59.9% | +100.0% | -40.0% | +12.9% |
| All | +59.9% | +97.7% | -37.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling