+25.5%
RIG vs MOS
-7.3%
+32.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | -2.6% | +5.5% | -8.0% | -3.1% |
| 30D | -5.2% | +21.0% | -26.1% | -7.2% |
| 3M | -8.6% | -0.5% | -8.1% | -6.6% |
| 6M | -18.9% | +6.6% | -25.5% | -19.1% |
| YTD | +28.6% | -2.8% | +31.3% | +33.8% |
| 1Y | +25.5% | -8.1% | +33.6% | +31.9% |
| All | +25.5% | -7.3% | +32.8% | +31.9% |
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