-26.7%
RIOT vs MRSH
+18.2%
-44.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | -4.8% | +3.2% | +1.1% |
| 30D | +5.7% | -6.3% | +12.0% | +9.2% |
| 3M | -17.9% | +5.8% | -23.7% | -23.8% |
| 6M | +45.0% | +2.8% | +42.2% | +33.8% |
| YTD | +69.5% | -3.1% | +72.6% | +62.2% |
| 1Y | +37.2% | -11.3% | +48.5% | +44.0% |
| 3Y | +111.7% | -5.0% | +116.7% | +88.5% |
| All | -26.7% | +18.2% | -44.9% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling