+53.9%
RGTI vs MSI
+163.3%
-109.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.5% | -4.0% | +6.5% | +4.3% |
| 30D | -13.7% | -0.5% | -13.2% | -13.6% |
| 3M | -22.6% | +11.4% | -34.0% | -26.8% |
| 6M | -13.4% | +1.0% | -14.4% | -14.6% |
| YTD | -31.2% | +20.7% | -51.8% | -38.3% |
| 1Y | -7.6% | -2.7% | -4.9% | -7.7% |
| 3Y | +669.7% | +68.2% | +601.5% | +397.5% |
| 5Y | +57.0% | +100.0% | -42.9% | -14.8% |
| All | +53.9% | +163.3% | -109.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling