+40.9%
RIG vs MTSI
+183.3%
-142.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | -0.2% |
| 7D | -24.5% | -10.0% | -14.5% | -22.6% |
| 30D | -2.8% | -37.2% | +34.4% | +9.0% |
| 3M | +1.6% | -30.1% | +31.6% | +8.7% |
| 6M | -15.9% | -31.9% | +16.0% | -12.3% |
| YTD | +26.9% | +23.2% | +3.7% | +2.3% |
| 1Y | +34.4% | +26.4% | +8.0% | +6.9% |
| 3Y | -21.2% | +186.2% | -207.4% | -59.4% |
| All | +40.9% | +183.3% | -142.4% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling