+554.8%
MA vs RIOT
+670.6%
-115.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.2% |
| 7D | -0.3% | +49.2% | -49.5% | -2.5% |
| 30D | +11.3% | +4.6% | +6.7% | +10.7% |
| 3M | +16.7% | -13.9% | +30.6% | +16.8% |
| 6M | +32.8% | -26.7% | +59.4% | +33.3% |
| YTD | +15.6% | +39.4% | -23.8% | +10.9% |
| 1Y | +19.6% | +3.8% | +15.8% | +16.4% |
| 3Y | +72.1% | +73.0% | -0.9% | +55.8% |
| 5Y | +96.0% | -55.7% | +151.7% | +79.7% |
| 10Y | +554.8% | +685.8% | -131.1% | +384.0% |
| All | +554.8% | +670.6% | -115.8% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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