+73.1%
MA vs RIO
+93.6%
-20.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | +4.0% | -2.4% | +0.7% |
| 3M | +20.4% | +0.1% | +20.3% | +20.2% |
| 6M | +11.1% | +12.7% | -1.6% | +7.5% |
| YTD | +2.0% | +35.6% | -33.6% | -6.0% |
| 1Y | -2.2% | +73.7% | -75.8% | -15.4% |
| 3Y | +41.9% | +93.3% | -51.4% | +17.5% |
| All | +73.1% | +93.6% | -20.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling