+568.4%
MA vs RGEN
+457.6%
+110.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +11.8% | +0.1% | +11.8% | +11.6% |
| 3M | +17.2% | +6.6% | +10.5% | +15.2% |
| 6M | +33.4% | +40.9% | -7.5% | +23.8% |
| YTD | +16.1% | +6.2% | +10.0% | +12.9% |
| 1Y | +19.9% | +19.4% | +0.5% | +13.8% |
| 3Y | +70.1% | +17.9% | +52.2% | +54.2% |
| 5Y | +89.6% | -34.0% | +123.7% | +83.9% |
| 10Y | +568.4% | +453.9% | +114.5% | +277.5% |
| All | +568.4% | +457.6% | +110.8% | +277.5% |
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