+210.5%
RIOT vs MSTZ
-99.2%
+309.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.2% | -6.1% | +4.5% |
| 7D | +25.1% | -25.4% | +50.5% | +18.3% |
| 30D | +8.5% | -60.9% | +69.4% | -11.4% |
| 3M | -13.4% | -54.2% | +40.8% | -21.0% |
| 6M | +57.1% | -65.0% | +122.1% | +44.4% |
| YTD | +75.7% | -76.5% | +152.2% | +71.3% |
| 1Y | +65.6% | -23.4% | +89.0% | +158.7% |
| All | +210.5% | -99.2% | +309.7% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling