I don't know how to measure ripple lower than 20 mV to get right accuracy using my equipment.
I try suggestion by David Hess "Try setting the trigger to line input and sweep to about 5 ms/div to see if the noise is line related."
Yes it litle betther but I'm not sure with result.
Set you other scope input to AC coupling.
For a perfect DC source it will show a flat line trace irrespective of input voltage.
Turn any HF filters on. (optional)
Set V/div to 5mV or better.
Use Line triggering if available, this will set triggering to mains frequency and multiples of.
By using Line there is no need to adjust the trigger level to within the waveform.
Timebase, 5 or 10 mS/div
5, -12 and 24V share a common GND that is also common with mains earth.
This is perfect for your reference clip.
Connect to each rail in turn and note ripple.