+54.2%
RGTI vs MRSH
+50.9%
+3.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | -4.8% | +5.2% | +1.4% |
| 30D | -17.1% | -6.3% | -10.8% | -16.1% |
| 3M | -26.0% | +5.8% | -31.8% | -28.3% |
| 6M | -9.9% | +2.8% | -12.6% | -12.2% |
| YTD | -31.1% | -3.1% | -27.9% | -31.5% |
| 1Y | -8.5% | -11.3% | +2.8% | -4.9% |
| 3Y | +652.2% | -5.0% | +657.2% | +631.6% |
| 5Y | +56.8% | +19.2% | +37.6% | +32.9% |
| All | +54.2% | +50.9% | +3.4% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling