-20.3%
RIOT vs MAGS
+5.9%
-26.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +6.0% |
| 7D | +6.4% | -1.4% | +7.7% | +9.2% |
| 30D | -20.4% | -4.4% | -16.1% | -13.6% |
| 3M | -28.7% | +1.9% | -30.6% | -29.7% |
| 6M | -17.7% | +4.9% | -22.7% | -22.2% |
| YTD | +21.3% | +6.5% | +14.8% | +12.0% |
| 1Y | -20.3% | +6.3% | -26.6% | -25.7% |
| All | -20.3% | +5.9% | -26.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling