+160.4%
MS vs RIO
+49.3%
+111.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | -3.8% | -10.1% | +6.3% | 0.0% |
| 3M | -14.6% | -14.1% | -0.5% | -9.9% |
| 6M | -5.1% | -18.9% | +13.8% | +1.7% |
| YTD | +4.5% | +9.9% | -5.4% | +0.4% |
| 1Y | +13.5% | +27.0% | -13.4% | +3.6% |
| 3Y | +160.4% | +50.1% | +110.3% | +119.3% |
| All | +160.4% | +49.3% | +111.1% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling