+646.8%
RGTI vs MSI
+69.5%
+577.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.1% | -1.8% | +1.6% | +0.1% |
| 30D | -16.2% | -0.6% | -15.6% | -16.1% |
| 3M | -22.0% | +13.0% | -35.1% | -23.5% |
| 6M | -10.8% | +0.5% | -11.3% | -11.0% |
| YTD | -31.6% | +21.7% | -53.3% | -33.7% |
| 1Y | -6.4% | -2.6% | -3.7% | -5.2% |
| All | +646.8% | +69.5% | +577.3% | +413.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling