+1,748.8%
RGTI vs MSTU
-88.1%
+1,836.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +1.3% |
| 7D | -0.1% | -22.0% | +21.9% | +6.4% |
| 30D | -16.2% | +60.3% | -76.5% | -30.1% |
| 3M | -22.0% | -3.7% | -18.3% | -27.3% |
| 6M | -10.8% | -45.2% | +34.4% | -6.6% |
| YTD | -31.6% | -64.3% | +32.8% | -24.9% |
| 1Y | -6.4% | -94.0% | +87.7% | +54.3% |
| All | +1,748.8% | -88.1% | +1,836.9% | +1,752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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