+54.2%
RGTI vs MSI
+166.9%
-112.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -17.1% | -0.8% | -16.3% | -16.9% |
| 3M | -26.0% | +13.9% | -39.9% | -30.7% |
| 6M | -9.9% | +1.3% | -11.2% | -11.1% |
| YTD | -31.1% | +22.3% | -53.4% | -38.6% |
| 1Y | -8.5% | -3.9% | -4.7% | -7.8% |
| 3Y | +652.2% | +69.9% | +582.3% | +384.6% |
| 5Y | +56.8% | +103.8% | -47.0% | -15.4% |
| All | +54.2% | +166.9% | -112.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling