+111.9%
MOS vs RIO
+4,852.5%
-4,740.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +21.6% | +2.2% | +19.3% | +20.5% |
| 30D | +12.0% | -10.1% | +22.1% | +18.4% |
| 3M | -3.9% | -14.1% | +10.2% | +4.1% |
| 6M | -3.3% | -18.9% | +15.6% | +7.4% |
| YTD | -4.6% | +9.9% | -14.6% | -9.6% |
| 1Y | -7.0% | +27.0% | -34.0% | -18.2% |
| 3Y | -24.4% | +50.1% | -74.5% | -39.6% |
| 5Y | -32.1% | +95.3% | -127.4% | -53.1% |
| 10Y | +10.3% | +425.9% | -415.6% | -52.3% |
| All | +111.9% | +4,852.5% | -4,740.6% | -45.5% |
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 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