-20.3%
RIOT vs MSI
+28.6%
-48.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.4% | +9.7% |
| 7D | +6.4% | +2.8% | +3.6% | +6.7% |
| 30D | -20.4% | +9.1% | -29.6% | -19.7% |
| 3M | -28.7% | +12.5% | -41.2% | -28.4% |
| 6M | -17.7% | +14.2% | -31.9% | -16.6% |
| YTD | +21.3% | +30.7% | -9.4% | +21.3% |
| 1Y | -20.3% | +27.5% | -47.8% | -7.4% |
| All | -20.3% | +28.6% | -48.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling