+82.1%
RIOT vs MSI
+76.1%
+6.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +20.8% | +2.6% | +18.2% | +19.9% |
| 30D | +7.0% | +18.1% | -11.2% | +1.8% |
| 3M | -12.3% | +13.2% | -25.5% | -15.8% |
| 6M | -27.3% | +36.3% | -63.5% | -35.9% |
| YTD | +40.7% | +39.5% | +1.2% | +21.2% |
| 1Y | +15.3% | +36.9% | -21.6% | +0.5% |
| All | +82.1% | +76.1% | +6.0% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling