+674.0%
MRNA vs RIO
+306.7%
+367.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | +126.1% | +0.9% | +125.2% | +126.6% |
| 3M | +190.0% | -1.4% | +191.5% | +192.0% |
| 6M | +157.2% | +10.9% | +146.3% | +151.0% |
| YTD | +388.2% | +31.2% | +357.0% | +358.1% |
| 1Y | +467.0% | +67.9% | +399.1% | +403.1% |
| 3Y | +36.1% | +88.8% | -52.7% | +18.3% |
| 5Y | -68.0% | +93.1% | -161.1% | -72.5% |
| All | +674.0% | +306.7% | +367.3% | +455.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling