+99.3%
MSI vs RIO
+97.3%
+2.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -5.8% | +1.9% | -7.7% | -6.0% |
| 30D | -1.0% | +5.0% | -5.9% | -1.6% |
| 3M | +14.2% | +5.1% | +9.0% | +13.2% |
| 6M | +1.0% | +17.6% | -16.6% | -1.6% |
| YTD | +21.5% | +36.3% | -14.8% | +15.3% |
| 1Y | -2.1% | +71.2% | -73.3% | -10.4% |
| 3Y | +69.3% | +102.7% | -33.4% | +48.5% |
| 5Y | +99.3% | +99.6% | -0.3% | +72.8% |
| All | +99.3% | +97.3% | +2.0% | +72.8% |
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