+594.0%
RIOT vs MS
+883.0%
-289.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.5% | +13.8% | +13.8% |
| 7D | +30.4% | -1.6% | +32.0% | +32.5% |
| 30D | -9.9% | -3.8% | -6.1% | -5.7% |
| 3M | -21.2% | -14.6% | -6.6% | -7.3% |
| 6M | -29.5% | -5.1% | -24.4% | -25.3% |
| YTD | +31.9% | +4.5% | +27.4% | +27.3% |
| 1Y | -3.6% | +13.5% | -17.2% | -14.1% |
| 3Y | +51.8% | +160.4% | -108.6% | -35.6% |
| 5Y | -46.9% | +112.9% | -159.8% | -71.0% |
| 10Y | +677.5% | +633.4% | +44.1% | +111.2% |
| All | +594.0% | +883.0% | -289.0% | +95.7% |
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