+805.4%
RIOT vs MOS
+12.3%
+793.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | +14.8% | +9.5% | +5.3% | +9.3% |
| 30D | +1.4% | +10.4% | -9.0% | -4.1% |
| 3M | -20.6% | +12.9% | -33.5% | -26.2% |
| 6M | +31.9% | +1.2% | +30.6% | +27.7% |
| YTD | +72.1% | +9.3% | +62.7% | +59.1% |
| 1Y | +65.7% | -18.0% | +83.6% | +77.8% |
| 3Y | +97.5% | -29.0% | +126.5% | +119.2% |
| 5Y | -36.7% | -9.6% | -27.1% | -41.9% |
| 10Y | +550.1% | +6.1% | +544.1% | +406.1% |
| All | +805.4% | +12.3% | +793.1% | +530.1% |
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