+15,614.6%
MA vs RIO
+422.2%
+15,192.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +2.3% | +2.2% | +0.1% | +1.6% |
| 30D | +14.7% | -10.1% | +24.8% | +18.3% |
| 3M | +13.5% | -14.1% | +27.6% | +18.5% |
| 6M | +33.1% | -18.9% | +52.0% | +40.5% |
| YTD | +15.1% | +9.9% | +5.2% | +9.5% |
| 1Y | +18.7% | +27.0% | -8.3% | +7.9% |
| 3Y | +72.1% | +50.1% | +22.0% | +46.0% |
| 5Y | +92.8% | +95.3% | -2.5% | +46.5% |
| 10Y | +571.6% | +425.9% | +145.8% | +266.1% |
| All | +15,614.6% | +422.2% | +15,192.4% | +6,421.8% |
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