-7.9%
RGTI vs MAS
+39.9%
-47.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | -18.1% | +3.0% | -21.1% | -19.6% |
| 30D | -17.6% | +22.4% | -40.1% | -29.1% |
| 3M | -48.3% | +14.5% | -62.8% | -53.5% |
| 6M | -47.8% | +27.1% | -74.9% | -57.1% |
| YTD | -56.6% | +35.8% | -92.3% | -67.4% |
| 1Y | -61.8% | +39.4% | -101.2% | -72.2% |
| 3Y | +807.5% | +60.3% | +747.3% | +495.9% |
| All | -7.9% | +39.9% | -47.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling