-87.5%
MSTU vs RIO
+82.7%
-170.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +12.9% | +1.0% | +11.9% | +11.1% |
| 30D | +68.3% | +4.0% | +64.3% | +61.0% |
| 3M | +0.4% | +4.5% | -4.2% | -2.8% |
| 6M | -41.5% | +17.3% | -58.9% | -53.3% |
| YTD | -61.7% | +36.2% | -97.9% | -75.2% |
| 1Y | -93.7% | +76.1% | -169.8% | -97.3% |
| All | -87.5% | +82.7% | -170.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling