+1,758.5%
RGTI vs MSTU
-87.2%
+1,845.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -2.2% |
| 7D | +2.5% | +12.9% | -10.4% | -2.6% |
| 30D | -13.7% | +68.3% | -82.0% | -28.8% |
| 3M | -22.6% | +0.4% | -23.0% | -28.5% |
| 6M | -13.4% | -41.5% | +28.1% | -10.8% |
| YTD | -31.2% | -61.7% | +30.5% | -25.9% |
| 1Y | -7.6% | -93.7% | +86.0% | +49.9% |
| All | +1,758.5% | -87.2% | +1,845.7% | +1,728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling