+791.7%
RIOT vs MRSH
+248.4%
+543.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -1.5% | -4.8% | +3.2% | +1.9% |
| 30D | +5.7% | -6.3% | +12.0% | +10.3% |
| 3M | -17.9% | +5.8% | -23.7% | -24.4% |
| 6M | +45.0% | +2.8% | +42.2% | +32.6% |
| YTD | +69.5% | -3.1% | +72.6% | +60.5% |
| 1Y | +37.2% | -11.3% | +48.5% | +40.8% |
| 3Y | +111.7% | -5.0% | +116.7% | +95.2% |
| 5Y | -27.5% | +19.2% | -46.7% | -44.9% |
| 10Y | +511.1% | +217.4% | +293.7% | +159.0% |
| All | +791.7% | +248.4% | +543.3% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling