-26.7%
RIOT vs MOH
-19.7%
-7.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.4% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | +5.7% | -0.9% | +6.5% | +5.7% |
| 3M | -17.9% | +5.7% | -23.6% | -18.2% |
| 6M | +45.0% | +39.1% | +5.8% | +41.8% |
| YTD | +69.5% | +17.7% | +51.8% | +65.3% |
| 1Y | +37.2% | +8.4% | +28.8% | +34.4% |
| 3Y | +111.7% | -36.6% | +148.3% | +112.3% |
| All | -26.7% | -19.7% | -7.1% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling