+685.8%
RIOT vs MS
+614.4%
+71.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +2.3% |
| 7D | +49.2% | +0.7% | +48.4% | +48.1% |
| 30D | +4.6% | -0.9% | +5.5% | +6.2% |
| 3M | -13.9% | -13.0% | -1.0% | +0.1% |
| 6M | -26.7% | -2.0% | -24.7% | -24.7% |
| YTD | +39.4% | +7.8% | +31.6% | +29.8% |
| 1Y | +3.8% | +17.9% | -14.0% | -11.8% |
| 3Y | +73.0% | +174.8% | -101.8% | -34.2% |
| 5Y | -55.7% | +119.9% | -175.5% | -77.5% |
| 10Y | +685.8% | +578.8% | +107.0% | +78.5% |
| All | +685.8% | +614.4% | +71.4% | +78.5% |
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