-25.0%
MOS vs RIO
+56.4%
-81.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.2% |
| 7D | +24.8% | +3.6% | +21.2% | +22.4% |
| 30D | +22.7% | -10.8% | +33.5% | +31.0% |
| 3M | -1.2% | -15.2% | +14.0% | +8.6% |
| 6M | +5.5% | -18.0% | +23.6% | +17.6% |
| YTD | -2.0% | +11.0% | -12.9% | -8.6% |
| 1Y | -7.9% | +26.4% | -34.3% | -20.4% |
| 3Y | -25.0% | +54.4% | -79.3% | -43.5% |
| All | -25.0% | +56.4% | -81.3% | -43.5% |
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