+67.4%
RIG vs MTSI
+206.4%
-139.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +5.6% |
| 7D | +5.7% | +10.0% | -4.3% | +2.6% |
| 30D | -0.7% | -20.3% | +19.6% | +4.0% |
| 3M | -3.1% | -24.4% | +21.3% | +1.4% |
| 6M | -16.3% | -39.2% | +22.9% | -8.5% |
| YTD | +34.1% | +35.5% | -1.3% | +5.1% |
| 1Y | +38.2% | +43.0% | -4.9% | +5.6% |
| 3Y | -15.3% | +196.3% | -211.5% | -56.3% |
| All | +67.4% | +206.4% | -139.0% | -21.5% |
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