+578.8%
MS vs RIO
+392.9%
+185.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +1.5% |
| 7D | +0.7% | +4.4% | -3.7% | -1.3% |
| 30D | -0.9% | -8.9% | +7.9% | +3.7% |
| 3M | -13.0% | -12.7% | -0.3% | -7.1% |
| 6M | -2.0% | -16.2% | +14.2% | +6.3% |
| YTD | +7.8% | +13.4% | -5.6% | -0.7% |
| 1Y | +17.9% | +30.9% | -13.1% | +0.9% |
| 3Y | +174.8% | +60.2% | +114.6% | +106.5% |
| 5Y | +119.9% | +98.9% | +20.9% | +38.5% |
| 10Y | +578.8% | +381.4% | +197.4% | +184.8% |
| All | +578.8% | +392.9% | +185.9% | +184.8% |
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