-47.8%
RGTI vs MOD
-51.6%
+3.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +27.9% | -34.7% | -17.3% |
| 7D | -18.1% | +40.4% | -58.5% | -30.9% |
| 30D | -17.6% | -14.0% | -3.6% | -12.1% |
| 3M | -48.3% | -33.3% | -15.0% | -36.9% |
| 6M | -47.8% | -51.4% | +3.7% | -29.0% |
| All | -47.8% | -51.6% | +3.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 6mo: compounded portfolio wealth divided by compounded MOD 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…
6mo analysis · Full analysis span regression · 6 months rolling