+569.9%
RGTI vs MSFU
+72.2%
+497.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.3% |
| 7D | +5.5% | -3.2% | +8.6% | +7.2% |
| 30D | -11.9% | -3.1% | -8.7% | -11.0% |
| 3M | -27.4% | +35.3% | -62.6% | -41.4% |
| 6M | -7.1% | +31.6% | -38.6% | -25.9% |
| YTD | -28.6% | -9.5% | -19.1% | -29.2% |
| 1Y | +4.4% | -18.4% | +22.8% | +9.0% |
| 3Y | +698.5% | +26.9% | +671.6% | +473.0% |
| All | +569.9% | +72.2% | +497.7% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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