+26.3%
RIG vs MSTU
-88.1%
+114.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.8% | +1.4% |
| 7D | -4.2% | -22.0% | +17.9% | -2.9% |
| 30D | -0.7% | +60.3% | -61.0% | -4.4% |
| 3M | -4.0% | -3.7% | -0.3% | -5.7% |
| 6M | -6.3% | -45.2% | +38.9% | -6.5% |
| YTD | +39.7% | -64.3% | +104.0% | +39.9% |
| 1Y | +78.1% | -94.0% | +172.1% | +94.3% |
| All | +26.3% | -88.1% | +114.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling