-40.5%
RIG vs MSI
+1,323.2%
-1,363.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +0.9% | -3.7% | +4.6% | +1.8% |
| 30D | +13.8% | +6.8% | +7.0% | +11.7% |
| 3M | -6.4% | +14.3% | -20.7% | -9.9% |
| 6M | -8.2% | -1.6% | -6.6% | -8.5% |
| YTD | +41.6% | +22.8% | +18.9% | +33.4% |
| 1Y | +88.7% | -1.1% | +89.8% | +87.2% |
| 3Y | -30.9% | +70.5% | -101.3% | -40.4% |
| 5Y | +57.7% | +102.8% | -45.1% | +29.5% |
| 10Y | -39.3% | +597.4% | -636.7% | -61.2% |
| All | -40.5% | +1,323.2% | -1,363.7% | -74.4% |
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 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