+554.8%
MA vs RGEN
+508.6%
+46.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | -0.1% |
| 7D | -0.3% | +3.5% | -3.8% | -1.0% |
| 30D | +11.3% | +2.9% | +8.4% | +10.6% |
| 3M | +16.7% | +9.2% | +7.5% | +14.2% |
| 6M | +32.8% | +44.9% | -12.2% | +22.6% |
| YTD | +15.6% | +9.2% | +6.4% | +11.8% |
| 1Y | +19.6% | +25.3% | -5.7% | +12.5% |
| 3Y | +72.1% | +21.7% | +50.4% | +55.1% |
| 5Y | +96.0% | -34.5% | +130.5% | +90.7% |
| 10Y | +554.8% | +478.9% | +75.9% | +269.3% |
| All | +554.8% | +508.6% | +46.1% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling