-58.4%
RIOT vs MTSI
+206.4%
-264.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.8% | +2.7% |
| 7D | +4.8% | +10.0% | -5.1% | -3.8% |
| 30D | +16.0% | -20.3% | +36.4% | +34.9% |
| 3M | -8.8% | -24.4% | +15.6% | +7.2% |
| 6M | -29.7% | -39.2% | +9.5% | -3.6% |
| YTD | +38.3% | +35.5% | +2.8% | -9.0% |
| 1Y | +26.2% | +43.0% | -16.8% | -20.9% |
| 3Y | +79.0% | +196.3% | -117.3% | -50.6% |
| All | -58.4% | +206.4% | -264.8% | -90.3% |
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