-88.4%
MSTU vs RIO
+75.1%
-163.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.2% | -2.6% | +0.1% |
| 7D | -22.0% | -3.4% | -18.7% | -17.6% |
| 30D | +60.3% | +0.6% | +59.7% | +62.3% |
| 3M | -3.7% | +2.5% | -6.3% | -3.4% |
| 6M | -45.2% | +10.8% | -56.0% | -51.9% |
| YTD | -64.3% | +30.5% | -94.8% | -75.2% |
| 1Y | -94.0% | +68.1% | -162.2% | -97.3% |
| All | -88.4% | +75.1% | -163.4% | -95.5% |
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