+13,824.2%
MA vs RIO
+544.1%
+13,280.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +20.4% | +0.1% | +20.3% | +19.8% |
| 6M | +11.1% | +12.7% | -1.6% | +5.8% |
| YTD | +2.0% | +35.6% | -33.6% | -8.8% |
| 1Y | -2.2% | +73.7% | -75.8% | -19.2% |
| 3Y | +41.9% | +93.3% | -51.4% | +11.4% |
| 5Y | +75.4% | +92.4% | -17.1% | +34.3% |
| 10Y | +527.5% | +606.9% | -79.4% | +213.0% |
| All | +13,824.2% | +544.1% | +13,280.1% | +5,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling