+154.1%
MAR vs RGEN
-44.3%
+198.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | -4.7% | +1.2% | -5.8% | -5.0% |
| 3M | -15.6% | +26.8% | -42.4% | -19.5% |
| 6M | +1.2% | +29.1% | -27.8% | -4.2% |
| YTD | +7.5% | +0.7% | +6.8% | +6.0% |
| 1Y | +26.6% | +39.1% | -12.4% | +17.4% |
| 3Y | +66.0% | +2.2% | +63.7% | +57.1% |
| 5Y | +154.1% | -44.0% | +198.1% | +125.5% |
| All | +154.1% | -44.3% | +198.4% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling