+57.0%
RGTI vs MOS
-4.4%
+61.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +2.5% | +1.7% | +0.8% | +1.9% |
| 30D | -13.7% | +11.7% | -25.3% | -17.1% |
| 3M | -22.6% | +23.2% | -45.8% | -28.7% |
| 6M | -13.4% | -1.6% | -11.8% | -14.7% |
| YTD | -31.2% | +10.8% | -42.0% | -35.2% |
| 1Y | -7.6% | -16.2% | +8.6% | -4.0% |
| 3Y | +669.7% | -24.2% | +693.9% | +694.2% |
| 5Y | +57.0% | -6.6% | +63.7% | +79.9% |
| All | +57.0% | -4.4% | +61.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling