-45.0%
RIG vs MOS
+11.1%
-56.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -3.3% |
| 7D | -2.7% | +7.1% | -9.8% | -7.2% |
| 30D | +9.5% | +15.0% | -5.5% | -1.0% |
| 3M | -6.6% | +24.1% | -30.7% | -21.7% |
| 6M | -2.9% | +2.7% | -5.6% | -10.6% |
| YTD | +39.5% | +12.2% | +27.3% | +20.2% |
| 1Y | +82.3% | -16.3% | +98.6% | +91.8% |
| 3Y | -29.6% | -23.3% | -6.3% | -26.0% |
| 5Y | +63.2% | -4.2% | +67.3% | +33.9% |
| 10Y | -45.0% | +12.6% | -57.6% | -59.3% |
| All | -45.0% | +11.1% | -56.1% | -59.3% |
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