+111.6%
MOS vs RIO
+4,818.8%
-4,707.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +4.9% | +4.1% |
| 7D | +22.5% | -0.1% | +22.6% | +22.8% |
| 30D | +6.6% | -13.3% | +19.9% | +14.8% |
| 3M | -3.8% | -16.3% | +12.5% | +5.5% |
| 6M | -2.2% | -15.4% | +13.2% | +6.3% |
| YTD | -4.8% | +9.2% | -13.9% | -9.4% |
| 1Y | -11.7% | +26.5% | -38.2% | -22.2% |
| 3Y | -26.5% | +49.9% | -76.4% | -41.2% |
| 5Y | -32.2% | +93.9% | -126.1% | -53.0% |
| 10Y | +10.2% | +422.3% | -412.1% | -52.2% |
| All | +111.6% | +4,818.8% | -4,707.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling