+192.2%
RIOT vs MSTZ
-99.1%
+291.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.7% | -3.1% |
| 7D | -0.9% | +24.8% | -25.7% | +6.0% |
| 30D | +3.5% | -59.2% | +62.7% | -14.3% |
| 3M | -13.0% | -56.9% | +43.9% | -22.5% |
| 6M | +43.1% | -57.6% | +100.7% | +39.5% |
| YTD | +65.4% | -73.6% | +138.9% | +67.2% |
| 1Y | +27.7% | -15.6% | +43.3% | +105.8% |
| All | +192.2% | -99.1% | +291.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling