+72.2%
MSFU vs RIO
+145.5%
-73.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -3.2% | +1.9% | -5.1% | -3.8% |
| 30D | -3.1% | +5.0% | -8.1% | -4.8% |
| 3M | +35.3% | +5.1% | +30.1% | +32.7% |
| 6M | +31.6% | +17.6% | +14.0% | +23.2% |
| YTD | -9.5% | +36.3% | -45.8% | -20.2% |
| 1Y | -18.4% | +71.2% | -89.6% | -34.2% |
| 3Y | +26.9% | +102.7% | -75.8% | -6.5% |
| All | +72.2% | +145.5% | -73.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling