+52.1%
MA vs RGTI
+53.1%
-1.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.5% | -0.1% | -3.3% | -3.5% |
| 30D | +0.7% | -16.2% | +16.9% | +1.1% |
| 3M | +15.8% | -22.0% | +37.8% | +16.2% |
| 6M | +10.2% | -10.8% | +21.0% | +9.7% |
| YTD | -0.5% | -31.6% | +31.1% | -0.4% |
| 1Y | -1.8% | -6.4% | +4.6% | -3.3% |
| 3Y | +38.7% | +665.7% | -626.9% | +20.1% |
| 5Y | +67.6% | +55.6% | +12.0% | +56.5% |
| All | +52.1% | +53.1% | -1.0% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling