-20.3%
RIOT vs MSTU
-88.0%
+67.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.3% | -0.7% | +6.6% |
| 7D | +6.4% | -4.8% | +11.2% | +7.9% |
| 30D | -20.4% | -29.6% | +9.1% | -13.0% |
| 3M | -28.7% | +69.4% | -98.1% | -42.2% |
| 6M | -17.7% | -62.2% | +44.5% | +0.5% |
| YTD | +21.3% | -61.1% | +82.4% | +29.0% |
| 1Y | -20.3% | -87.2% | +66.9% | +20.7% |
| All | -20.3% | -88.0% | +67.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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