-29.8%
MOS vs RIO
+93.1%
-122.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +5.5% | +0.5% | +5.0% | +5.0% |
| 30D | +21.0% | -9.9% | +30.8% | +28.8% |
| 3M | -0.5% | -14.0% | +13.6% | +9.0% |
| 6M | +6.6% | -19.5% | +26.1% | +20.9% |
| YTD | -2.8% | +11.5% | -14.3% | -10.0% |
| 1Y | -8.1% | +26.9% | -35.0% | -21.4% |
| 3Y | -25.6% | +55.1% | -80.7% | -44.7% |
| 5Y | -29.8% | +90.7% | -120.4% | -55.1% |
| All | -29.8% | +93.1% | -122.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling