+176.8%
MS vs RGTI
+1,038.3%
-861.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.6% | +10.2% | +2.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.8% |
| 30D | +0.9% | -16.2% | +17.1% | +1.7% |
| 3M | -10.8% | -38.6% | +27.8% | -8.7% |
| 6M | +0.9% | -45.8% | +46.7% | +3.2% |
| YTD | +9.8% | -49.8% | +59.6% | +12.0% |
| 1Y | +17.1% | -64.6% | +81.7% | +20.8% |
| All | +176.8% | +1,038.3% | -861.5% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling