-28.3%
MOS vs RIO
+92.9%
-121.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +9.5% | 0.0% | +9.6% | +9.5% |
| 30D | +10.4% | +4.0% | +6.5% | +8.1% |
| 3M | +12.9% | +0.1% | +12.8% | +12.6% |
| 6M | +1.2% | +12.7% | -11.5% | -6.0% |
| YTD | +9.3% | +35.6% | -26.2% | -8.7% |
| 1Y | -18.0% | +73.7% | -91.7% | -40.6% |
| All | -28.3% | +92.9% | -121.1% | -51.7% |
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