+73.4%
RIOT vs MAGS
+190.0%
-116.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.1% |
| 7D | -1.5% | +0.6% | -2.2% | -2.4% |
| 30D | +5.7% | +3.2% | +2.4% | +1.0% |
| 3M | -17.9% | +7.7% | -25.5% | -27.3% |
| 6M | +45.0% | +12.5% | +32.5% | +22.9% |
| YTD | +69.5% | +6.0% | +63.5% | +57.0% |
| 1Y | +37.2% | +14.4% | +22.8% | +16.4% |
| 3Y | +111.7% | +127.5% | -15.8% | -15.9% |
| All | +73.4% | +190.0% | -116.6% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling