+685.8%
RIOT vs MTSI
+512.4%
+173.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.0% | -3.3% | +0.8% |
| 7D | +49.2% | +3.5% | +45.6% | +45.4% |
| 30D | +4.6% | -30.3% | +34.9% | +25.9% |
| 3M | -13.9% | -26.0% | +12.1% | -1.2% |
| 6M | -26.7% | -36.1% | +9.4% | -9.7% |
| YTD | +39.4% | +34.3% | +5.1% | +15.3% |
| 1Y | +3.8% | +35.3% | -31.4% | -14.1% |
| 3Y | +73.0% | +217.6% | -144.7% | -7.5% |
| 5Y | -55.7% | +210.1% | -265.8% | -75.4% |
| 10Y | +685.8% | +471.4% | +214.4% | +365.5% |
| All | +685.8% | +512.4% | +173.5% | +365.5% |
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