+18.7%
RGTI vs MAS
+41.9%
-23.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -1.5% | +20.8% | +20.3% |
| 7D | +4.4% | +2.4% | +2.1% | +2.6% |
| 30D | -19.5% | +19.8% | -39.3% | -29.4% |
| 3M | -28.9% | +9.8% | -38.8% | -34.0% |
| 6M | -41.5% | +15.8% | -57.3% | -48.4% |
| YTD | -47.0% | +31.8% | -78.8% | -58.7% |
| 1Y | -65.8% | +35.4% | -101.2% | -74.2% |
| 3Y | +1,029.8% | +59.2% | +970.6% | +669.5% |
| 5Y | +9.3% | +41.2% | -31.9% | -25.7% |
| All | +18.7% | +41.9% | -23.2% | -19.4% |
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