-71.8%
RIG vs MOH
+1,358.8%
-1,430.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -0.5% | -0.9% | +0.4% | -0.5% |
| 3M | -6.0% | +5.7% | -11.7% | -7.4% |
| 6M | -10.1% | +39.1% | -49.3% | -16.2% |
| YTD | +37.3% | +17.7% | +19.6% | +30.0% |
| 1Y | +73.9% | +8.4% | +65.5% | +65.6% |
| 3Y | -30.2% | -36.6% | +6.4% | -29.3% |
| 5Y | +62.5% | -19.1% | +81.5% | +54.7% |
| 10Y | -42.3% | +262.8% | -305.1% | -60.7% |
| All | -71.8% | +1,358.8% | -1,430.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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