+88.7%
RIG vs MSTU
-92.8%
+181.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.6% |
| 7D | +0.9% | +21.3% | -20.5% | -0.9% |
| 30D | +13.8% | +90.8% | -77.0% | +7.1% |
| 3M | -6.4% | -6.8% | +0.4% | -7.3% |
| 6M | -8.2% | -39.8% | +31.7% | -8.0% |
| YTD | +41.6% | -55.7% | +97.3% | +39.9% |
| 1Y | +88.7% | -92.7% | +181.4% | +137.3% |
| All | +88.7% | -92.8% | +181.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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