+224.8%
MS vs RGTI
+54.2%
+170.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -1.5% | -17.1% | +15.6% | -0.5% |
| 3M | +1.4% | -26.0% | +27.3% | +2.7% |
| 6M | +34.7% | -9.9% | +44.6% | +34.1% |
| YTD | +22.7% | -31.1% | +53.8% | +23.5% |
| 1Y | +40.1% | -8.5% | +48.6% | +37.7% |
| 3Y | +181.4% | +652.2% | -470.8% | +126.9% |
| 5Y | +142.6% | +56.8% | +85.8% | +92.6% |
| All | +224.8% | +54.2% | +170.6% | +163.2% |
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