-20.3%
RIOT vs MOH
+53.5%
-73.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.9% | +0.7% | +11.2% |
| 7D | +6.4% | +14.3% | -7.9% | +9.0% |
| 30D | -20.4% | +16.7% | -37.1% | -18.0% |
| 3M | -28.7% | +18.3% | -47.0% | -26.1% |
| 6M | -17.7% | +15.8% | -33.5% | -14.9% |
| YTD | +21.3% | +30.5% | -9.2% | +16.3% |
| 1Y | -20.3% | +49.3% | -69.5% | -28.6% |
| All | -20.3% | +53.5% | -73.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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