+2,796.8%
MSI vs RIO
+6,008.3%
-3,211.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +6.8% | +4.0% | +2.9% | +5.6% |
| 3M | +14.3% | +0.1% | +14.2% | +13.8% |
| 6M | -1.6% | +12.7% | -14.3% | -5.5% |
| YTD | +22.8% | +35.6% | -12.8% | +11.8% |
| 1Y | -1.1% | +73.7% | -74.8% | -16.0% |
| 3Y | +70.5% | +93.3% | -22.8% | +38.3% |
| 5Y | +102.8% | +92.4% | +10.4% | +60.4% |
| 10Y | +597.4% | +606.9% | -9.5% | +270.1% |
| All | +2,796.8% | +6,008.3% | -3,211.5% | +609.1% |
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