+6,084.9%
RIO vs MAS
+1,407.2%
+4,677.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | 0.0% | -0.8% | +0.7% | +0.2% |
| 30D | +4.0% | -5.6% | +9.5% | +5.9% |
| 3M | +0.1% | +4.4% | -4.3% | -2.2% |
| 6M | +12.7% | +7.2% | +5.5% | +8.7% |
| YTD | +35.6% | +16.1% | +19.5% | +26.4% |
| 1Y | +73.7% | +0.1% | +73.6% | +70.2% |
| 3Y | +93.3% | +28.3% | +65.0% | +69.6% |
| 5Y | +92.4% | +30.5% | +62.0% | +62.9% |
| 10Y | +606.9% | +139.1% | +467.8% | +365.3% |
| All | +6,084.9% | +1,407.2% | +4,677.7% | +2,243.0% |
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