+19.9%
MA vs RIO
+26.8%
-6.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.4% |
| 7D | +1.8% | +3.6% | -1.8% | +1.9% |
| 30D | +11.8% | -10.8% | +22.6% | +11.3% |
| 3M | +17.2% | -15.2% | +32.4% | +16.4% |
| 6M | +33.4% | -18.0% | +51.4% | +32.4% |
| YTD | +16.1% | +11.0% | +5.2% | +10.7% |
| 1Y | +19.9% | +26.4% | -6.4% | +6.4% |
| All | +19.9% | +26.8% | -6.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling