+48.6%
MS vs RIO
+70.7%
-22.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.5% | +1.9% | +0.5% | +1.8% |
| 30D | 0.0% | +5.0% | -5.0% | -1.7% |
| 3M | +2.4% | +5.1% | -2.7% | +0.2% |
| 6M | +36.4% | +17.6% | +18.8% | +29.0% |
| YTD | +23.8% | +36.3% | -12.5% | +12.8% |
| 1Y | +48.6% | +71.2% | -22.6% | +29.9% |
| All | +48.6% | +70.7% | -22.1% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling