+583.9%
RIOT vs MAS
+213.7%
+370.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.9% | +15.1% | +14.6% |
| 7D | +30.4% | +2.0% | +28.5% | +28.0% |
| 30D | -9.9% | +19.4% | -29.3% | -22.2% |
| 3M | -21.2% | +9.4% | -30.6% | -27.6% |
| 6M | -29.5% | +15.3% | -44.8% | -38.5% |
| YTD | +31.9% | +31.3% | +0.6% | +2.9% |
| 1Y | -3.6% | +34.9% | -38.5% | -26.8% |
| 3Y | +51.8% | +58.6% | -6.8% | -0.7% |
| 5Y | -46.9% | +40.7% | -87.6% | -61.4% |
| All | +583.9% | +213.7% | +370.2% | +522.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling