+495.5%
MSTR vs RIOT
+747.2%
-251.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.7% |
| 7D | -11.5% | +20.8% | -32.3% | -17.3% |
| 30D | -24.8% | +7.0% | -31.8% | -27.3% |
| 3M | +20.6% | -12.3% | +32.9% | +24.7% |
| 6M | -38.0% | -27.3% | -10.7% | -33.9% |
| YTD | -24.7% | +40.7% | -65.4% | -36.2% |
| 1Y | -49.1% | +15.3% | -64.4% | -54.0% |
| 3Y | +124.7% | +72.1% | +52.6% | +76.0% |
| 5Y | +40.9% | -59.7% | +100.6% | +45.7% |
| All | +495.5% | +747.2% | -251.7% | +404.5% |
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 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