+68.6%
MA vs RGTI
+56.8%
+11.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +1.7% | -17.1% | +18.8% | +2.1% |
| 3M | +17.2% | -26.0% | +43.2% | +17.8% |
| 6M | +13.3% | -9.9% | +23.2% | +12.8% |
| YTD | +0.2% | -31.1% | +31.3% | +0.2% |
| 1Y | -2.7% | -8.5% | +5.8% | -4.2% |
| 3Y | +39.1% | +652.2% | -613.2% | +20.5% |
| All | +68.6% | +56.8% | +11.8% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling