+6,288.2%
MS vs RIO
+5,686.7%
+601.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | +4.0% | -4.2% | -2.2% |
| 3M | +0.3% | +0.1% | +0.2% | -0.1% |
| 6M | +31.3% | +12.7% | +18.6% | +23.0% |
| YTD | +24.7% | +35.6% | -10.9% | +6.2% |
| 1Y | +47.9% | +73.7% | -25.8% | +11.6% |
| 3Y | +178.3% | +93.3% | +85.0% | +95.4% |
| 5Y | +144.9% | +92.4% | +52.5% | +65.8% |
| 10Y | +804.5% | +606.9% | +197.6% | +217.9% |
| All | +6,288.2% | +5,686.7% | +601.5% | +1,035.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling