-40.5%
RIG vs MOS
+153.8%
-194.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.4% |
| 7D | +0.9% | +9.5% | -8.7% | -3.1% |
| 30D | +13.8% | +10.4% | +3.4% | +8.7% |
| 3M | -6.4% | +12.9% | -19.3% | -12.6% |
| 6M | -8.2% | +1.2% | -9.4% | -11.8% |
| YTD | +41.6% | +9.3% | +32.3% | +31.5% |
| 1Y | +88.7% | -18.0% | +106.7% | +98.2% |
| 3Y | -30.9% | -29.0% | -1.8% | -24.5% |
| 5Y | +57.7% | -9.6% | +67.3% | +55.5% |
| 10Y | -39.3% | +6.1% | -45.3% | -43.0% |
| All | -40.5% | +153.8% | -194.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling