+433.8%
MAR vs RGEN
+415.7%
+18.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | -5.4% | -0.3% | -5.1% | -5.5% |
| 3M | -15.5% | +23.9% | -39.4% | -18.9% |
| 6M | +3.0% | +38.5% | -35.6% | -3.4% |
| YTD | +8.5% | +0.8% | +7.7% | +7.1% |
| 1Y | +26.0% | +38.2% | -12.3% | +17.5% |
| 3Y | +68.6% | +1.3% | +67.3% | +60.2% |
| 5Y | +157.4% | -44.0% | +201.4% | +155.4% |
| All | +433.8% | +415.7% | +18.1% | +247.7% |
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