+88.7%
RIG vs MOS
-17.5%
+106.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.2% |
| 7D | +0.9% | +9.5% | -8.7% | -1.5% |
| 30D | +13.8% | +10.4% | +3.4% | +10.8% |
| 3M | -6.4% | +12.9% | -19.3% | -9.7% |
| 6M | -8.2% | +1.2% | -9.4% | -9.7% |
| YTD | +41.6% | +9.3% | +32.3% | +35.5% |
| 1Y | +88.7% | -18.0% | +106.7% | +121.6% |
| All | +88.7% | -17.5% | +106.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling