+88.5%
MA vs RIOT
-61.9%
+150.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.4% |
| 7D | +1.3% | +4.8% | -3.5% | +1.0% |
| 30D | +9.6% | +16.0% | -6.4% | +8.2% |
| 3M | +16.8% | -8.8% | +25.6% | +16.6% |
| 6M | +35.2% | -29.7% | +64.9% | +36.4% |
| YTD | +16.6% | +38.3% | -21.7% | +10.0% |
| 1Y | +19.8% | +26.2% | -6.4% | +13.6% |
| 3Y | +70.7% | +79.0% | -8.3% | +45.1% |
| All | +88.5% | -61.9% | +150.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling