+1,029.8%
RGTI vs MAS
+58.1%
+971.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -1.9% | +21.2% | +20.5% |
| 7D | +4.4% | +2.0% | +2.5% | +2.9% |
| 30D | -19.5% | +19.4% | -38.8% | -29.0% |
| 3M | -28.9% | +9.4% | -38.3% | -33.7% |
| 6M | -41.5% | +15.3% | -56.8% | -48.1% |
| YTD | -47.0% | +31.3% | -78.3% | -59.1% |
| 1Y | -65.8% | +34.9% | -100.7% | -74.6% |
| 3Y | +1,029.8% | +58.6% | +971.2% | +523.0% |
| All | +1,029.8% | +58.1% | +971.7% | +523.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling