+143.2%
MS vs RGTI
+58.3%
+84.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.2% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | 0.0% | -13.7% | +13.7% | +0.7% |
| 3M | +3.0% | -22.6% | +25.6% | +4.1% |
| 6M | +35.7% | -13.4% | +49.1% | +35.4% |
| YTD | +23.3% | -31.2% | +54.5% | +24.1% |
| 1Y | +44.7% | -7.6% | +52.3% | +42.1% |
| 3Y | +178.0% | +669.7% | -491.7% | +123.8% |
| 5Y | +143.2% | +57.0% | +86.2% | +91.8% |
| All | +143.2% | +58.3% | +84.9% | +91.8% |
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