+110.9%
MO vs RIO
+608.6%
-497.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.1% | -3.2% | +3.4% | +0.7% |
| 30D | +7.1% | +0.9% | +6.2% | +6.9% |
| 3M | -2.0% | -1.4% | -0.5% | -2.0% |
| 6M | +7.3% | +10.9% | -3.6% | +4.4% |
| YTD | +23.5% | +31.2% | -7.8% | +15.8% |
| 1Y | +11.0% | +67.9% | -56.9% | -1.2% |
| 3Y | +95.0% | +88.8% | +6.2% | +66.8% |
| 5Y | +100.6% | +93.1% | +7.5% | +66.9% |
| All | +110.9% | +608.6% | -497.8% | +41.7% |
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