-54.5%
RIOT vs MS
+111.6%
-166.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.5% | +13.8% | +14.0% |
| 7D | +30.4% | -1.6% | +32.0% | +33.0% |
| 30D | -9.9% | -3.8% | -6.1% | -4.5% |
| 3M | -21.2% | -14.6% | -6.6% | -2.4% |
| 6M | -29.5% | -5.1% | -24.4% | -24.9% |
| YTD | +31.9% | +4.5% | +27.4% | +22.4% |
| 1Y | -3.6% | +13.5% | -17.2% | -20.2% |
| 3Y | +51.8% | +160.4% | -108.6% | -59.2% |
| All | -54.5% | +111.6% | -166.1% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling