+51.8%
RIOT vs MS
+157.8%
-106.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.5% | +13.8% | +13.9% |
| 7D | +30.4% | -1.6% | +32.0% | +32.9% |
| 30D | -9.9% | -3.8% | -6.1% | -4.8% |
| 3M | -21.2% | -14.6% | -6.6% | -3.5% |
| 6M | -29.5% | -5.1% | -24.4% | -25.2% |
| YTD | +31.9% | +4.5% | +27.4% | +22.9% |
| 1Y | -3.6% | +13.5% | -17.2% | -19.5% |
| 3Y | +51.8% | +160.4% | -108.6% | -38.2% |
| All | +51.8% | +157.8% | -106.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling