+670.6%
RIOT vs MTSI
+539.0%
+131.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | -4.5% |
| 7D | +18.9% | +7.2% | +11.8% | +13.0% |
| 30D | +11.0% | -18.4% | +29.4% | +22.4% |
| 3M | -9.7% | -16.7% | +7.0% | -3.2% |
| 6M | -27.9% | -31.7% | +3.8% | -14.7% |
| YTD | +44.3% | +45.9% | -1.6% | +13.6% |
| 1Y | +13.3% | +47.0% | -33.7% | -10.8% |
| 3Y | +76.4% | +224.1% | -147.6% | -7.3% |
| 5Y | -53.8% | +238.5% | -292.3% | -75.6% |
| 10Y | +670.6% | +512.7% | +157.9% | +291.9% |
| All | +670.6% | +539.0% | +131.6% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling