+73.9%
MSFT vs RGTI
+56.8%
+17.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +0.8% | -17.1% | +17.9% | +1.6% |
| 3M | +27.2% | -26.0% | +53.2% | +28.5% |
| 6M | +22.9% | -9.9% | +32.8% | +22.3% |
| YTD | +3.1% | -31.1% | +34.2% | +3.5% |
| 1Y | -0.3% | -8.5% | +8.2% | -2.2% |
| 3Y | +50.1% | +652.2% | -602.1% | +21.6% |
| All | +73.9% | +56.8% | +17.1% | +48.7% |
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