-20.3%
RIOT vs MS
+22.2%
-42.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +4.4% |
| 7D | +6.4% | +2.6% | +3.7% | +3.3% |
| 30D | -20.4% | +2.6% | -23.1% | -22.3% |
| 3M | -28.7% | -10.1% | -18.6% | -19.2% |
| 6M | -17.7% | +4.4% | -22.1% | -22.7% |
| YTD | +21.3% | +11.7% | +9.6% | -0.5% |
| 1Y | -20.3% | +20.9% | -41.2% | -42.8% |
| All | -20.3% | +22.2% | -42.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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