+207.8%
RIOT vs MSTU
-87.2%
+295.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | +0.8% |
| 7D | +18.4% | +12.9% | +5.5% | +13.1% |
| 30D | +13.8% | +68.3% | -54.6% | -6.3% |
| 3M | -12.7% | +0.4% | -13.1% | -20.9% |
| 6M | +50.1% | -41.5% | +91.6% | +52.1% |
| YTD | +74.2% | -61.7% | +135.9% | +87.4% |
| 1Y | +45.1% | -93.7% | +138.8% | +161.7% |
| All | +207.8% | -87.2% | +295.0% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling