+55.2%
RIG vs MTSI
+320.9%
-265.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.9% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +13.8% | +2.1% | +11.7% | +11.6% |
| 3M | -6.4% | -29.7% | +23.3% | +2.1% |
| 6M | -8.2% | +12.5% | -20.7% | -17.8% |
| YTD | +41.6% | +57.0% | -15.4% | +9.5% |
| 1Y | +88.7% | +103.9% | -15.2% | +30.0% |
| 3Y | -30.9% | +223.6% | -254.4% | -63.9% |
| All | +55.2% | +320.9% | -265.7% | -33.5% |
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