+1,762.2%
RGTI vs MSTU
-87.7%
+1,849.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.2% |
| 7D | +0.5% | -16.6% | +17.1% | +5.1% |
| 30D | -17.1% | +69.7% | -86.8% | -31.9% |
| 3M | -26.0% | -7.5% | -18.5% | -30.2% |
| 6M | -9.9% | -43.1% | +33.3% | -6.6% |
| YTD | -31.1% | -63.0% | +32.0% | -25.1% |
| 1Y | -8.5% | -93.8% | +85.3% | +49.2% |
| All | +1,762.2% | -87.7% | +1,849.8% | +1,748.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling