-68.1%
RGTI vs MKSI
+40.1%
-108.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +4.0% |
| 7D | -9.6% | -10.7% | +1.1% | -3.6% |
| 30D | -26.0% | -30.5% | +4.5% | -9.2% |
| 3M | -35.8% | -39.2% | +3.4% | -15.5% |
| 6M | -36.7% | -33.0% | -3.7% | -22.2% |
| YTD | -49.4% | +22.3% | -71.7% | -54.0% |
| 1Y | -68.1% | +42.7% | -110.8% | -73.9% |
| All | -68.1% | +40.1% | -108.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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