+381.4%
RIO vs MAS
+230.1%
+151.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +1.6% |
| 7D | +4.4% | +3.3% | +1.1% | +3.3% |
| 30D | -8.9% | +25.5% | -34.3% | -16.0% |
| 3M | -12.7% | +11.8% | -24.4% | -16.4% |
| 6M | -16.2% | +21.3% | -37.6% | -22.7% |
| YTD | +13.4% | +37.7% | -24.3% | -1.0% |
| 1Y | +30.9% | +41.0% | -10.1% | +13.1% |
| 3Y | +60.2% | +63.0% | -2.8% | +27.2% |
| 5Y | +98.9% | +44.1% | +54.8% | +61.5% |
| 10Y | +381.4% | +224.3% | +157.2% | +154.3% |
| All | +381.4% | +230.1% | +151.3% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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