+121.5%
MO vs RGTI
+53.1%
+68.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +5.8% | -16.2% | +22.0% | +5.7% |
| 3M | -4.5% | -22.0% | +17.5% | -4.5% |
| 6M | +5.7% | -10.8% | +16.5% | +5.8% |
| YTD | +23.1% | -31.6% | +54.7% | +23.2% |
| 1Y | +10.9% | -6.4% | +17.3% | +10.7% |
| 3Y | +96.1% | +665.7% | -569.5% | +90.9% |
| 5Y | +100.1% | +55.6% | +44.4% | +95.3% |
| All | +121.5% | +53.1% | +68.4% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling