+4.4%
RGTI vs MAS
-4.8%
+9.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.6% |
| 7D | +5.5% | +1.0% | +4.5% | +5.2% |
| 30D | -11.9% | -8.1% | -3.8% | -10.1% |
| 3M | -27.4% | +3.3% | -30.7% | -27.1% |
| 6M | -7.1% | +12.4% | -19.5% | -8.8% |
| YTD | -28.6% | +13.3% | -41.9% | -29.8% |
| 1Y | +4.4% | -4.7% | +9.0% | +1.1% |
| All | +4.4% | -4.8% | +9.1% | +1.1% |
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