+594.0%
RIOT vs MOS
-2.1%
+596.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.1% |
| 7D | +30.4% | +21.6% | +8.9% | +16.9% |
| 30D | -9.9% | +12.0% | -21.8% | -15.8% |
| 3M | -21.2% | -3.9% | -17.3% | -20.8% |
| 6M | -29.5% | -3.3% | -26.2% | -29.9% |
| YTD | +31.9% | -4.6% | +36.5% | +29.5% |
| 1Y | -3.6% | -7.0% | +3.3% | -4.6% |
| 3Y | +51.8% | -24.4% | +76.2% | +61.2% |
| 5Y | -46.9% | -32.1% | -14.8% | -43.2% |
| 10Y | +677.5% | +10.3% | +667.2% | +483.4% |
| All | +594.0% | -2.1% | +596.1% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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