+597.6%
MSI vs RIO
+604.6%
-7.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.9% |
| 7D | -1.8% | -3.4% | +1.6% | -1.0% |
| 30D | -0.6% | +0.6% | -1.2% | -0.9% |
| 3M | +13.0% | +2.5% | +10.5% | +11.9% |
| 6M | +0.5% | +10.8% | -10.3% | -2.8% |
| YTD | +21.7% | +30.5% | -8.8% | +12.5% |
| 1Y | -2.6% | +68.1% | -70.7% | -15.8% |
| 3Y | +69.7% | +94.0% | -24.4% | +38.5% |
| 5Y | +102.8% | +92.0% | +10.8% | +61.2% |
| All | +597.6% | +604.6% | -7.0% | +298.5% |
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