+791.7%
RIOT vs MKSI
+681.2%
+110.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.0% |
| 7D | -1.5% | +2.7% | -4.2% | -3.3% |
| 30D | +5.7% | -12.8% | +18.5% | +16.6% |
| 3M | -17.9% | -22.5% | +4.7% | -3.1% |
| 6M | +45.0% | +19.4% | +25.6% | +25.8% |
| YTD | +69.5% | +67.7% | +1.7% | +13.5% |
| 1Y | +37.2% | +131.4% | -94.2% | -29.4% |
| 3Y | +111.7% | +197.3% | -85.6% | -17.4% |
| 5Y | -27.5% | +87.0% | -114.5% | -57.7% |
| 10Y | +511.1% | +522.1% | -11.0% | +235.6% |
| All | +791.7% | +681.2% | +110.4% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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