-20.3%
RIOT vs MTSI
+59.5%
-79.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +10.3% |
| 7D | +6.4% | -10.7% | +17.0% | +14.5% |
| 30D | -20.4% | -29.0% | +8.5% | -2.4% |
| 3M | -28.7% | -14.7% | -14.0% | -24.4% |
| 6M | -17.7% | -20.1% | +2.4% | -10.9% |
| YTD | +21.3% | +36.1% | -14.8% | -1.4% |
| 1Y | -20.3% | +61.7% | -82.0% | -39.4% |
| All | -20.3% | +59.5% | -79.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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