+49.1%
MSFT vs RGTI
+665.7%
-616.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.5% | -0.1% | -3.3% | -3.5% |
| 30D | -2.1% | -16.2% | +14.1% | -1.5% |
| 3M | +24.2% | -22.0% | +46.2% | +24.9% |
| 6M | +21.9% | -10.8% | +32.6% | +21.4% |
| YTD | +2.5% | -31.6% | +34.0% | +2.7% |
| 1Y | -0.8% | -6.4% | +5.6% | -2.2% |
| All | +49.1% | +665.7% | -616.5% | +40.0% |
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