+81.8%
RIG vs MOS
-17.6%
+99.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -8.2% | +1.7% | -9.9% | -8.6% |
| 30D | -0.2% | +11.7% | -11.8% | -3.1% |
| 3M | -2.7% | +23.2% | -25.9% | -8.8% |
| 6M | -7.5% | -1.6% | -5.8% | -7.0% |
| YTD | +38.3% | +10.8% | +27.4% | +31.9% |
| 1Y | +81.8% | -16.2% | +98.1% | +111.7% |
| All | +81.8% | -17.6% | +99.5% | +111.7% |
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 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