-32.1%
RIOT vs MTSI
+320.9%
-353.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.3% | +0.2% |
| 7D | +14.8% | +1.4% | +13.4% | +13.5% |
| 30D | +1.4% | +2.1% | -0.7% | -3.6% |
| 3M | -20.6% | -29.7% | +9.1% | +4.5% |
| 6M | +31.9% | +12.5% | +19.4% | +11.8% |
| YTD | +72.1% | +57.0% | +15.0% | +5.6% |
| 1Y | +65.7% | +103.9% | -38.3% | -22.3% |
| 3Y | +97.5% | +223.6% | -126.1% | -46.9% |
| All | -32.1% | +320.9% | -353.0% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling