-46.7%
RIG vs MOS
+121.4%
-168.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -24.5% | +21.6% | -46.1% | -32.0% |
| 30D | -2.8% | +12.0% | -14.8% | -9.6% |
| 3M | +1.6% | -3.9% | +5.4% | +0.7% |
| 6M | -15.9% | -3.3% | -12.6% | -18.4% |
| YTD | +26.9% | -4.6% | +31.5% | +22.2% |
| 1Y | +34.4% | -7.0% | +41.3% | +30.3% |
| 3Y | -21.2% | -24.4% | +3.2% | -18.0% |
| 5Y | +46.4% | -32.1% | +78.5% | +59.9% |
| 10Y | -45.8% | +10.3% | -56.1% | -50.2% |
| All | -46.7% | +121.4% | -168.1% | -57.2% |
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 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