+505.6%
MA vs RIO
+600.2%
-94.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -1.8% | +1.9% | -3.7% | -2.4% |
| 30D | +1.4% | +5.0% | -3.5% | -0.4% |
| 3M | +17.7% | +5.1% | +12.6% | +15.2% |
| 6M | +9.7% | +17.6% | -8.0% | +2.1% |
| YTD | +0.5% | +36.3% | -35.8% | -12.1% |
| 1Y | -2.1% | +71.2% | -73.3% | -21.6% |
| 3Y | +40.1% | +102.7% | -62.6% | +2.6% |
| 5Y | +67.5% | +99.6% | -32.1% | +18.6% |
| 10Y | +505.6% | +603.1% | -97.5% | +165.6% |
| All | +505.6% | +600.2% | -94.6% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling