-68.1%
RGTI vs MAS
+40.8%
-108.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | -0.3% |
| 7D | -9.6% | +14.2% | -23.8% | -12.8% |
| 30D | -26.0% | +26.8% | -52.8% | -31.0% |
| 3M | -35.8% | +13.1% | -48.9% | -38.1% |
| 6M | -36.7% | +27.9% | -64.6% | -40.6% |
| YTD | -49.4% | +38.7% | -88.1% | -54.5% |
| 1Y | -68.1% | +40.4% | -108.5% | -71.0% |
| All | -68.1% | +40.8% | -108.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling