+98.1%
RIO vs MAS
+42.7%
+55.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +3.6% | +3.6% | 0.0% | +2.7% |
| 30D | -10.8% | +23.8% | -34.6% | -15.6% |
| 3M | -15.2% | +14.4% | -29.6% | -18.2% |
| 6M | -18.0% | +19.7% | -37.8% | -22.4% |
| YTD | +11.0% | +36.0% | -25.0% | +0.8% |
| 1Y | +26.4% | +40.4% | -14.0% | +13.8% |
| 3Y | +54.4% | +58.9% | -4.6% | +32.3% |
| 5Y | +98.1% | +44.5% | +53.5% | +64.8% |
| All | +98.1% | +42.7% | +55.4% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling