-46.0%
RIG vs MSI
+1,531.6%
-1,577.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | -2.6% | +7.7% | -10.3% | -4.5% |
| 30D | -5.2% | +19.9% | -25.1% | -9.5% |
| 3M | -8.6% | +14.9% | -23.5% | -12.0% |
| 6M | -18.9% | +37.2% | -56.2% | -25.6% |
| YTD | +28.6% | +40.8% | -12.2% | +16.8% |
| 1Y | +25.5% | +38.1% | -12.6% | +14.6% |
| 3Y | -20.2% | +77.7% | -97.8% | -32.0% |
| 5Y | +53.9% | +129.0% | -75.1% | +22.6% |
| 10Y | -48.8% | +671.3% | -720.1% | -68.2% |
| All | -46.0% | +1,531.6% | -1,577.7% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling