+54.2%
RGTI vs MOH
-19.6%
+73.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.8% |
| 7D | +0.5% | +1.7% | -1.2% | +0.6% |
| 30D | -17.1% | -0.9% | -16.2% | -17.1% |
| 3M | -26.0% | +5.7% | -31.7% | -25.6% |
| 6M | -9.9% | +39.1% | -49.0% | -7.9% |
| YTD | -31.1% | +17.7% | -48.7% | -30.0% |
| 1Y | -8.5% | +8.4% | -16.9% | -7.7% |
| 3Y | +652.2% | -36.6% | +688.8% | +647.1% |
| 5Y | +56.8% | -19.1% | +75.9% | +56.5% |
| All | +54.2% | -19.6% | +73.8% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling