+106.6%
RIOT vs MAGS
+126.1%
-19.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -4.8% |
| 7D | -0.9% | -1.8% | +0.9% | +1.5% |
| 30D | +3.5% | +1.1% | +2.4% | +1.8% |
| 3M | -13.0% | +7.7% | -20.7% | -23.3% |
| 6M | +43.1% | +11.7% | +31.4% | +21.9% |
| YTD | +65.4% | +4.9% | +60.5% | +55.1% |
| 1Y | +27.7% | +14.3% | +13.4% | +7.9% |
| All | +106.6% | +126.1% | -19.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling