+79.8%
RIOT vs MAGS
+186.6%
-106.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.8% |
| 7D | +25.1% | +1.2% | +23.9% | +23.3% |
| 30D | +8.5% | -0.1% | +8.6% | +8.4% |
| 3M | -13.4% | +3.8% | -17.2% | -19.1% |
| 6M | +57.1% | +13.2% | +43.9% | +31.9% |
| YTD | +75.7% | +4.7% | +71.0% | +65.5% |
| 1Y | +65.6% | +14.4% | +51.2% | +40.5% |
| 3Y | +103.3% | +128.6% | -25.3% | -19.6% |
| All | +79.8% | +186.6% | -106.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling