+65.7%
RIG vs MOS
-9.5%
+75.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.6% |
| 7D | +0.9% | +9.5% | -8.7% | -4.0% |
| 30D | +13.8% | +10.4% | +3.4% | +7.5% |
| 3M | -6.4% | +12.9% | -19.3% | -14.1% |
| 6M | -8.2% | +1.2% | -9.4% | -12.9% |
| YTD | +41.6% | +9.3% | +32.3% | +28.1% |
| 1Y | +88.7% | -18.0% | +106.7% | +102.6% |
| 3Y | -30.9% | -29.0% | -1.8% | -22.4% |
| All | +65.7% | -9.5% | +75.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling