+6.7%
RGTI vs MOS
-29.3%
+36.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.7% | -8.3% |
| 7D | -0.9% | +5.5% | -6.3% | -2.8% |
| 30D | -16.2% | +21.0% | -37.1% | -22.2% |
| 3M | -38.6% | -0.5% | -38.1% | -39.1% |
| 6M | -45.8% | +6.6% | -52.4% | -47.9% |
| YTD | -49.8% | -2.8% | -47.1% | -51.0% |
| 1Y | -64.6% | -8.1% | -56.6% | -64.8% |
| 3Y | +1,045.4% | -25.6% | +1,071.0% | +1,091.3% |
| 5Y | +6.7% | -29.8% | +36.5% | +28.4% |
| All | +6.7% | -29.3% | +36.1% | +28.4% |
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