+619.6%
RIOT vs MSI
+664.3%
-44.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +4.8% | +3.2% | +1.6% | +2.4% |
| 30D | +16.0% | +17.6% | -1.6% | +2.1% |
| 3M | -8.8% | +14.5% | -23.3% | -19.0% |
| 6M | -29.7% | +34.3% | -63.9% | -46.0% |
| YTD | +38.3% | +39.7% | -1.4% | +1.1% |
| 1Y | +26.2% | +40.2% | -13.9% | -8.5% |
| 3Y | +79.0% | +77.1% | +1.8% | +2.6% |
| 5Y | -60.4% | +124.0% | -184.4% | -81.2% |
| All | +619.6% | +664.3% | -44.7% | +165.2% |
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