Sayyiduna Sa'd bin Abi Waqqas (may Allah be pleased with him) narrated: I saw the Prophet (peace and blessings be upon him) offering voluntary prayer on his mount whichever direction it faced, and he did not do so in the obligatory prayer.
Imam al-Bazzar recorded it; its chain contains a narrator, Dirar bin Surad, and he is da'if (weak).
Hadith Referenceمجمع الزوائد ومنبع الفوائد / كتاب الصلاة / 2989