-1.6%
MOS vs RIO
+353.3%
-354.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.4% |
| 7D | +24.8% | +3.6% | +21.2% | +22.1% |
| 30D | +22.7% | -10.8% | +33.5% | +32.8% |
| 3M | -1.2% | -15.2% | +14.0% | +10.7% |
| 6M | +5.5% | -18.0% | +23.6% | +20.2% |
| YTD | -2.0% | +11.0% | -12.9% | -10.1% |
| 1Y | -7.9% | +26.4% | -34.3% | -23.0% |
| 3Y | -25.0% | +54.4% | -79.3% | -46.6% |
| 5Y | -27.7% | +98.1% | -125.8% | -58.9% |
| 10Y | -1.6% | +358.5% | -360.1% | -64.2% |
| All | -1.6% | +353.3% | -354.9% | -64.2% |
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 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