+632.4%
RIOT vs MS
+544.7%
+87.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | +20.8% | +3.7% | +17.1% | +16.2% |
| 30D | +7.0% | +2.0% | +5.0% | +5.4% |
| 3M | -12.3% | -12.6% | +0.3% | +1.5% |
| 6M | -27.3% | -0.3% | -27.0% | -26.7% |
| YTD | +40.7% | +9.0% | +31.8% | +29.5% |
| 1Y | +15.3% | +13.9% | +1.5% | +1.9% |
| 3Y | +72.1% | +173.6% | -101.5% | -34.3% |
| 5Y | -59.7% | +122.0% | -181.6% | -79.8% |
| All | +632.4% | +544.7% | +87.7% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling