+59.7%
RGTI vs MAS
+21.9%
+37.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +5.7% |
| 7D | +5.5% | +1.0% | +4.5% | +4.6% |
| 30D | -11.9% | -8.1% | -3.8% | -6.9% |
| 3M | -27.4% | +3.3% | -30.7% | -30.3% |
| 6M | -7.1% | +12.4% | -19.5% | -16.7% |
| YTD | -28.6% | +13.3% | -41.9% | -37.9% |
| 1Y | +4.4% | -4.7% | +9.0% | +2.6% |
| 3Y | +698.5% | +33.0% | +665.5% | +521.3% |
| 5Y | +64.2% | +33.9% | +30.3% | +24.4% |
| All | +59.7% | +21.9% | +37.8% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling