-49.6%
RIG vs MOS
+6.2%
-55.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -2.5% |
| 7D | -17.0% | +19.7% | -36.7% | -28.3% |
| 30D | -6.2% | +21.5% | -27.7% | -20.6% |
| 3M | -1.7% | -0.4% | -1.3% | -5.5% |
| 6M | -19.2% | +4.5% | -23.8% | -27.4% |
| YTD | +25.2% | -2.9% | +28.1% | +14.7% |
| 1Y | +29.9% | -7.7% | +37.6% | +22.3% |
| 3Y | -21.3% | -25.6% | +4.3% | -18.6% |
| 5Y | +40.5% | -31.2% | +71.6% | +43.0% |
| 10Y | -49.6% | +2.8% | -52.4% | -65.7% |
| All | -49.6% | +6.2% | -55.7% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling