-20.3%
RIOT vs MRSH
+20.0%
-40.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +13.0% |
| 7D | +6.4% | +9.4% | -3.0% | +17.0% |
| 30D | -20.4% | +23.4% | -43.9% | -0.6% |
| 3M | -28.7% | +9.9% | -38.6% | -20.2% |
| 6M | -17.7% | +26.0% | -43.8% | +6.2% |
| YTD | +21.3% | +15.2% | +6.1% | +48.0% |
| 1Y | -20.3% | +18.4% | -38.7% | -1.5% |
| All | -20.3% | +20.0% | -40.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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