+59.7%
RGTI vs MOS
-10.2%
+69.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.2% |
| 7D | +5.5% | +7.1% | -1.6% | +3.1% |
| 30D | -11.9% | +15.0% | -26.9% | -16.0% |
| 3M | -27.4% | +24.1% | -51.4% | -32.9% |
| 6M | -7.1% | +2.7% | -9.8% | -9.6% |
| YTD | -28.6% | +12.2% | -40.8% | -32.7% |
| 1Y | +4.4% | -16.3% | +20.6% | +8.2% |
| 3Y | +698.5% | -23.3% | +721.8% | +718.2% |
| 5Y | +64.2% | -4.2% | +68.3% | +85.2% |
| All | +59.7% | -10.2% | +69.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MOS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling