+3,191.1%
MSI vs RIO
+4,825.9%
-1,634.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +18.1% | -10.5% | +28.6% | +21.5% |
| 3M | +13.2% | -15.9% | +29.1% | +18.1% |
| 6M | +36.3% | -22.3% | +58.5% | +44.6% |
| YTD | +39.5% | +9.3% | +30.2% | +34.1% |
| 1Y | +36.9% | +23.0% | +13.9% | +27.4% |
| 3Y | +76.1% | +52.1% | +24.0% | +52.2% |
| 5Y | +123.7% | +88.9% | +34.8% | +77.4% |
| 10Y | +664.3% | +354.1% | +310.2% | +357.0% |
| All | +3,191.1% | +4,825.9% | -1,634.8% | +750.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling