+199.4%
RIOT vs MSTU
-87.7%
+287.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.4% |
| 7D | -1.5% | -16.6% | +15.1% | +3.7% |
| 30D | +5.7% | +69.7% | -64.0% | -13.1% |
| 3M | -17.9% | -7.5% | -10.4% | -23.7% |
| 6M | +45.0% | -43.1% | +88.1% | +48.1% |
| YTD | +69.5% | -63.0% | +132.5% | +84.3% |
| 1Y | +37.2% | -93.8% | +131.0% | +148.9% |
| All | +199.4% | -87.7% | +287.1% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling