-73.6%
RGTI vs MRSH
+17.6%
-91.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.5% | -11.7% | -12.4% |
| 7D | -18.3% | +6.3% | -24.6% | -14.8% |
| 30D | -35.1% | +21.9% | -57.0% | -25.9% |
| 3M | -41.3% | +9.4% | -50.7% | -37.5% |
| 6M | -46.1% | +25.9% | -72.0% | -37.3% |
| YTD | -55.5% | +14.7% | -70.2% | -49.5% |
| 1Y | -73.6% | +19.3% | -92.9% | -68.2% |
| All | -73.6% | +17.6% | -91.2% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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