-24.4%
MOS vs RIO
+49.3%
-73.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +21.6% | +2.2% | +19.3% | +20.3% |
| 30D | +12.0% | -10.1% | +22.1% | +19.0% |
| 3M | -3.9% | -14.1% | +10.2% | +5.0% |
| 6M | -3.3% | -18.9% | +15.6% | +8.5% |
| YTD | -4.6% | +9.9% | -14.6% | -10.5% |
| 1Y | -7.0% | +27.0% | -34.0% | -19.6% |
| 3Y | -24.4% | +50.1% | -74.5% | -41.7% |
| All | -24.4% | +49.3% | -73.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling