+95.0%
MSFU vs RIO
+99.9%
-4.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | +4.0% | +3.6% | +0.5% | +3.1% |
| 30D | -2.3% | -10.8% | +8.5% | +1.3% |
| 3M | +7.1% | -15.2% | +22.3% | +12.6% |
| 6M | +48.9% | -18.0% | +66.9% | +57.4% |
| YTD | +2.4% | +11.0% | -8.5% | -3.6% |
| 1Y | -8.1% | +26.4% | -34.4% | -17.9% |
| 3Y | +25.2% | +54.4% | -29.2% | +1.1% |
| All | +95.0% | +99.9% | -4.9% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling