+542.0%
MS vs RIO
+354.4%
+187.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.1% | -0.9% | +6.0% | +5.6% |
| 30D | +5.7% | -9.1% | +14.8% | +10.8% |
| 3M | -12.2% | -13.7% | +1.5% | -5.7% |
| 6M | -0.5% | -24.3% | +23.8% | +13.6% |
| YTD | +9.8% | +8.9% | +0.9% | +3.3% |
| 1Y | +17.7% | +22.7% | -4.9% | +4.1% |
| 3Y | +176.8% | +51.2% | +125.7% | +114.3% |
| 5Y | +123.7% | +88.1% | +35.6% | +45.3% |
| All | +542.0% | +354.4% | +187.6% | +177.9% |
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