-54.5%
RIOT vs MAS
+39.7%
-94.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.5% | +14.8% | +14.5% |
| 7D | +30.4% | +2.4% | +28.1% | +27.2% |
| 30D | -9.9% | +19.8% | -29.7% | -24.3% |
| 3M | -21.2% | +9.8% | -31.1% | -28.8% |
| 6M | -29.5% | +15.8% | -45.3% | -40.3% |
| YTD | +31.9% | +31.8% | +0.1% | -3.2% |
| 1Y | -3.6% | +35.4% | -39.0% | -31.6% |
| 3Y | +51.8% | +59.2% | -7.4% | -16.6% |
| All | -54.5% | +39.7% | -94.1% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling