+229.9%
MS vs RGTI
+53.5%
+176.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +1.4% | -2.5% | +3.9% | +1.5% |
| 30D | -0.3% | -9.4% | +9.2% | +0.2% |
| 3M | +0.3% | -37.1% | +37.4% | +2.4% |
| 6M | +31.3% | -14.4% | +45.8% | +31.1% |
| YTD | +24.7% | -31.4% | +56.0% | +25.5% |
| 1Y | +47.9% | +0.5% | +47.4% | +44.8% |
| 3Y | +178.3% | +726.1% | -547.8% | +123.2% |
| 5Y | +144.9% | +56.2% | +88.7% | +94.5% |
| All | +229.9% | +53.5% | +176.3% | +167.4% |
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 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