+594.0%
RIOT vs MTSI
+385.8%
+208.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.8% | +2.4% | +7.4% |
| 7D | +30.4% | -10.0% | +40.4% | +37.3% |
| 30D | -9.9% | -37.2% | +27.3% | +14.5% |
| 3M | -21.2% | -30.1% | +8.8% | -7.0% |
| 6M | -29.5% | -31.9% | +2.4% | -16.6% |
| YTD | +31.9% | +23.2% | +8.7% | +14.8% |
| 1Y | -3.6% | +26.4% | -30.0% | -16.9% |
| 3Y | +51.8% | +186.2% | -134.4% | -12.9% |
| 5Y | -46.9% | +187.0% | -234.0% | -68.7% |
| 10Y | +677.5% | +460.4% | +217.1% | +207.6% |
| All | +594.0% | +385.8% | +208.2% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling