+101.0%
MSFT vs RGTI
+59.7%
+41.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.3% |
| 7D | -1.4% | +5.5% | -6.9% | -1.7% |
| 30D | -1.0% | -11.9% | +10.9% | -0.5% |
| 3M | +20.2% | -27.4% | +47.6% | +21.5% |
| 6M | +21.3% | -7.1% | +28.3% | +20.5% |
| YTD | +2.8% | -28.6% | +31.4% | +3.0% |
| 1Y | 0.0% | +4.4% | -4.4% | -2.5% |
| 3Y | +51.2% | +698.5% | -647.3% | +22.2% |
| 5Y | +71.4% | +64.2% | +7.3% | +55.2% |
| All | +101.0% | +59.7% | +41.3% | +78.7% |
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 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