+78.1%
RIG vs MSTU
-94.2%
+172.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.8% | +1.5% |
| 7D | -4.2% | -22.0% | +17.9% | -2.6% |
| 30D | -0.7% | +60.3% | -61.0% | -5.6% |
| 3M | -4.0% | -3.7% | -0.3% | -5.7% |
| 6M | -6.3% | -45.2% | +38.9% | -6.4% |
| YTD | +39.7% | -64.3% | +104.0% | +39.9% |
| 1Y | +78.1% | -94.0% | +172.1% | +133.4% |
| All | +78.1% | -94.2% | +172.3% | +133.4% |
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