-50.0%
RIG vs MTSI
+498.4%
-548.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +4.3% | +29.1% | -24.8% | -3.9% |
| 30D | -5.8% | -20.4% | +14.6% | -0.8% |
| 3M | -6.7% | -20.9% | +14.2% | -3.1% |
| 6M | -18.7% | -32.3% | +13.6% | -13.8% |
| YTD | +28.8% | +43.5% | -14.7% | +2.7% |
| 1Y | +28.8% | +43.8% | -15.0% | +2.5% |
| 3Y | -20.0% | +218.8% | -238.8% | -54.0% |
| 5Y | +56.0% | +228.3% | -172.3% | -13.9% |
| All | -50.0% | +498.4% | -548.3% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling