+405.8%
RIO vs MAS
+213.7%
+192.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +2.2% | +2.0% | +0.3% | +1.5% |
| 30D | -10.1% | +19.4% | -29.5% | -15.8% |
| 3M | -14.1% | +9.4% | -23.6% | -17.2% |
| 6M | -18.9% | +15.3% | -34.2% | -23.9% |
| YTD | +9.9% | +31.3% | -21.4% | -2.5% |
| 1Y | +27.0% | +34.9% | -7.9% | +11.4% |
| 3Y | +50.1% | +58.6% | -8.5% | +20.0% |
| 5Y | +95.3% | +40.7% | +54.6% | +59.2% |
| All | +405.8% | +213.7% | +192.1% | +165.3% |
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