-64.5%
RGTI vs MAS
+34.7%
-99.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -1.5% | +20.8% | +19.6% |
| 7D | +4.4% | +2.4% | +2.1% | +3.9% |
| 30D | -19.5% | +19.8% | -39.3% | -23.5% |
| 3M | -28.9% | +9.8% | -38.8% | -30.8% |
| 6M | -41.5% | +15.8% | -57.3% | -43.7% |
| YTD | -47.0% | +31.8% | -78.8% | -50.5% |
| All | -64.5% | +34.7% | -99.2% | -66.3% |
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 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