+42.2%
MA vs RIOT
+96.6%
-54.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.2% |
| 7D | -2.7% | +14.8% | -17.5% | -3.2% |
| 30D | +1.5% | +1.4% | +0.1% | +1.4% |
| 3M | +20.4% | -20.6% | +41.1% | +20.9% |
| 6M | +11.1% | +31.9% | -20.7% | +8.6% |
| YTD | +2.0% | +72.1% | -70.1% | -2.2% |
| 1Y | -2.2% | +65.7% | -67.8% | -6.6% |
| All | +42.2% | +96.6% | -54.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling