-20.3%
RIOT vs MAS
+40.8%
-61.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.0% | +7.0% |
| 7D | +6.4% | +14.2% | -7.8% | -0.6% |
| 30D | -20.4% | +26.8% | -47.3% | -30.1% |
| 3M | -28.7% | +13.1% | -41.8% | -33.3% |
| 6M | -17.7% | +27.9% | -45.6% | -28.5% |
| YTD | +21.3% | +38.7% | -17.3% | -3.0% |
| 1Y | -20.3% | +40.4% | -60.6% | -36.9% |
| All | -20.3% | +40.8% | -61.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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