+22.5%
MA vs RGTI
-69.7%
+92.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +4.0% |
| 7D | +10.2% | -9.6% | +19.8% | +10.1% |
| 30D | +19.3% | -26.0% | +45.3% | +18.8% |
| 3M | +18.0% | -35.8% | +53.7% | +17.2% |
| 6M | +33.7% | -36.7% | +70.4% | +32.2% |
| YTD | +18.6% | -49.4% | +68.0% | +17.2% |
| 1Y | +22.5% | -68.1% | +90.6% | +22.0% |
| All | +22.5% | -69.7% | +92.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling