+872.1%
MSFT vs RIO
+604.6%
+267.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.4% |
| 7D | -3.5% | -3.4% | -0.1% | -2.5% |
| 30D | -2.1% | +0.6% | -2.6% | -2.4% |
| 3M | +24.2% | +2.5% | +21.6% | +22.7% |
| 6M | +21.9% | +10.8% | +11.1% | +16.7% |
| YTD | +2.5% | +30.5% | -28.0% | -7.4% |
| 1Y | -0.8% | +68.1% | -68.9% | -17.7% |
| 3Y | +50.8% | +94.0% | -43.3% | +16.6% |
| 5Y | +73.5% | +92.0% | -18.5% | +30.5% |
| All | +872.1% | +604.6% | +267.5% | +376.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling