-73.6%
RGTI vs MOH
+43.5%
-117.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.3% | -7.8% | -12.5% |
| 7D | -18.3% | +8.9% | -27.2% | -17.4% |
| 30D | -35.1% | +11.0% | -46.1% | -34.1% |
| 3M | -41.3% | +11.0% | -52.3% | -40.4% |
| 6M | -46.1% | +12.7% | -58.8% | -44.8% |
| YTD | -55.5% | +24.8% | -80.4% | -57.3% |
| 1Y | -73.6% | +44.7% | -118.3% | -78.7% |
| All | -73.6% | +43.5% | -117.0% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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