+805.4%
RIOT vs MS
+1,072.4%
-267.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +2.9% |
| 7D | +14.8% | +1.4% | +13.4% | +13.6% |
| 30D | +1.4% | -0.3% | +1.6% | +1.3% |
| 3M | -20.6% | +0.3% | -20.9% | -20.6% |
| 6M | +31.9% | +31.3% | +0.5% | +0.8% |
| YTD | +72.1% | +24.7% | +47.4% | +38.1% |
| 1Y | +65.7% | +47.9% | +17.7% | +12.9% |
| 3Y | +97.5% | +178.3% | -80.9% | -22.4% |
| 5Y | -36.7% | +144.9% | -181.6% | -70.4% |
| 10Y | +550.1% | +804.5% | -254.4% | +46.0% |
| All | +805.4% | +1,072.4% | -267.0% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling