-3.5%
MSFU vs RIO
+29.3%
-32.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.9% | +12.9% |
| 7D | +8.2% | -1.6% | +9.8% | +8.3% |
| 30D | +10.2% | -11.6% | +21.8% | +11.6% |
| 3M | +22.9% | -12.7% | +35.6% | +24.2% |
| 6M | +63.2% | -12.4% | +75.6% | +63.4% |
| YTD | +11.7% | +11.0% | +0.7% | +14.0% |
| 1Y | -3.5% | +30.8% | -34.3% | -1.2% |
| All | -3.5% | +29.3% | -32.8% | -1.2% |
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