-3.6%
RIOT vs MAS
+32.0%
-35.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.9% | +15.1% | +14.0% |
| 7D | +30.4% | +2.0% | +28.5% | +28.9% |
| 30D | -9.9% | +19.4% | -29.3% | -18.4% |
| 3M | -21.2% | +9.4% | -30.6% | -25.3% |
| 6M | -29.5% | +15.3% | -44.8% | -35.3% |
| YTD | +31.9% | +31.3% | +0.6% | +10.0% |
| 1Y | -3.6% | +34.9% | -38.5% | -20.8% |
| All | -3.6% | +32.0% | -35.6% | -20.8% |
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