-19.0%
MSFU vs RIO
+71.3%
-90.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -6.3% | +4.0% | -10.3% | -6.9% |
| 3M | +40.0% | +4.5% | +35.4% | +38.8% |
| 6M | +30.1% | +17.3% | +12.8% | +23.9% |
| YTD | -10.3% | +36.2% | -46.5% | -16.4% |
| 1Y | -19.0% | +76.1% | -95.2% | -31.7% |
| All | -19.0% | +71.3% | -90.4% | -31.7% |
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