-89.0%
RIG vs MTSI
+1,004.6%
-1,093.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +1.6% | -30.1% | +31.6% | +8.7% |
| 6M | -15.9% | -31.9% | +16.0% | -11.7% |
| YTD | +26.9% | +23.2% | +3.7% | +9.2% |
| 1Y | +34.4% | +26.4% | +8.0% | +14.6% |
| 3Y | -21.2% | +186.2% | -207.4% | -49.3% |
| 5Y | +46.4% | +187.0% | -140.7% | -7.9% |
| 10Y | -45.8% | +460.4% | -506.2% | -76.0% |
| All | -89.0% | +1,004.6% | -1,093.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling