+500.9%
MAR vs RGEN
+411.3%
+89.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.5% |
| 7D | +1.8% | -1.2% | +2.9% | +1.9% |
| 30D | +14.3% | -5.1% | +19.4% | +15.1% |
| 3M | +20.0% | +0.5% | +19.5% | +19.3% |
| 6M | +21.7% | +46.6% | -24.8% | +12.9% |
| YTD | +37.7% | +1.6% | +36.1% | +35.2% |
| 1Y | +46.8% | +5.4% | +41.4% | +43.2% |
| 3Y | +121.0% | +12.8% | +108.2% | +106.4% |
| 5Y | +183.1% | -35.6% | +218.7% | +174.9% |
| All | +500.9% | +411.3% | +89.7% | +288.7% |
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