+4,964.3%
RIO vs MAS
+1,699.9%
+3,264.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +1.6% |
| 7D | -1.6% | +14.2% | -15.8% | -6.2% |
| 30D | -11.6% | +26.8% | -38.4% | -18.9% |
| 3M | -12.7% | +13.1% | -25.8% | -16.8% |
| 6M | -12.4% | +27.9% | -40.3% | -20.7% |
| YTD | +11.0% | +38.7% | -27.7% | -3.1% |
| 1Y | +30.8% | +40.4% | -9.5% | +13.6% |
| 3Y | +52.4% | +66.1% | -13.7% | +21.8% |
| 5Y | +96.4% | +47.4% | +49.0% | +59.1% |
| 10Y | +431.1% | +238.3% | +192.8% | +209.6% |
| All | +4,964.3% | +1,699.9% | +3,264.4% | +1,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling