+54.2%
RGTI vs MKSI
+51.2%
+3.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.8% |
| 7D | +0.5% | +2.7% | -2.2% | -1.5% |
| 30D | -17.1% | -12.8% | -4.3% | -8.8% |
| 3M | -26.0% | -22.5% | -3.5% | -13.4% |
| 6M | -9.9% | +19.4% | -29.3% | -23.3% |
| YTD | -31.1% | +67.7% | -98.8% | -55.9% |
| 1Y | -8.5% | +131.4% | -139.9% | -54.4% |
| 3Y | +652.2% | +197.3% | +454.9% | +212.6% |
| 5Y | +56.8% | +87.0% | -30.2% | -22.2% |
| All | +54.2% | +51.2% | +3.0% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling