+92.3%
MA vs RIOT
-50.8%
+143.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.2% | -13.7% | -1.3% |
| 7D | +2.3% | +30.4% | -28.1% | +0.4% |
| 30D | +14.7% | -9.9% | +24.5% | +15.0% |
| 3M | +13.5% | -21.2% | +34.7% | +14.4% |
| 6M | +33.1% | -29.5% | +62.6% | +34.2% |
| YTD | +15.1% | +31.9% | -16.8% | +9.0% |
| 1Y | +18.7% | -3.6% | +22.4% | +15.1% |
| 3Y | +72.1% | +51.8% | +20.3% | +49.0% |
| All | +92.3% | -50.8% | +143.1% | +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