+103.3%
RIOT vs MS
+181.7%
-78.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.0% |
| 7D | +25.1% | +2.5% | +22.7% | +21.6% |
| 30D | +8.5% | 0.0% | +8.5% | +8.1% |
| 3M | -13.4% | +2.4% | -15.8% | -16.4% |
| 6M | +57.1% | +36.4% | +20.8% | +4.1% |
| YTD | +75.7% | +23.8% | +51.9% | +30.9% |
| 1Y | +65.6% | +48.6% | +17.0% | -2.6% |
| 3Y | +103.3% | +179.1% | -75.9% | -31.6% |
| All | +103.3% | +181.7% | -78.4% | -31.6% |
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 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