-45.0%
RIG vs MTSI
+529.6%
-574.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | -2.7% | +4.9% | -7.6% | -4.3% |
| 30D | +9.5% | -11.6% | +21.1% | +12.9% |
| 3M | -6.6% | -24.1% | +17.4% | -0.7% |
| 6M | -2.9% | +32.4% | -35.3% | -16.5% |
| YTD | +39.5% | +60.4% | -21.0% | +10.7% |
| 1Y | +82.3% | +111.0% | -28.7% | +30.8% |
| 3Y | -29.6% | +246.1% | -275.7% | -59.4% |
| 5Y | +63.2% | +340.3% | -277.1% | -15.5% |
| 10Y | -45.0% | +539.5% | -584.5% | -81.1% |
| All | -45.0% | +529.6% | -574.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MTSI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling