+471.6%
RIOT vs MSI
+601.8%
-130.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -5.9% | -5.7% |
| 7D | -0.9% | -1.8% | +0.9% | +0.4% |
| 30D | +3.5% | -0.6% | +4.1% | +3.1% |
| 3M | -13.0% | +13.0% | -26.0% | -23.1% |
| 6M | +43.1% | +0.5% | +42.6% | +38.0% |
| YTD | +65.4% | +21.7% | +43.7% | +35.1% |
| 1Y | +27.7% | -2.6% | +30.4% | +24.9% |
| 3Y | +91.3% | +69.7% | +21.7% | +12.5% |
| 5Y | -29.3% | +102.8% | -132.1% | -63.4% |
| All | +471.6% | +601.8% | -130.2% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling