+40.4%
MAS vs RGEN
+19.5%
+20.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.7% |
| 7D | +14.2% | -3.5% | +17.7% | +14.9% |
| 30D | +26.8% | -6.0% | +32.8% | +28.0% |
| 3M | +13.1% | +19.0% | -5.8% | +7.8% |
| 6M | +27.9% | +50.7% | -22.8% | +15.9% |
| YTD | +38.7% | +8.8% | +29.9% | +31.9% |
| 1Y | +40.4% | +21.3% | +19.1% | +29.4% |
| All | +40.4% | +19.5% | +20.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling