+140.2%
MAS vs RGEN
+433.1%
-292.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | -0.8% | -4.9% | +4.2% | +0.3% |
| 30D | -5.6% | +5.7% | -11.2% | -6.8% |
| 3M | +4.4% | +32.4% | -28.0% | -2.4% |
| 6M | +7.2% | +33.2% | -26.0% | -0.6% |
| YTD | +16.1% | +2.3% | +13.8% | +14.0% |
| 1Y | +0.1% | +39.0% | -38.9% | -8.9% |
| 3Y | +28.3% | -4.6% | +32.9% | +21.8% |
| 5Y | +30.5% | -42.7% | +73.2% | +31.0% |
| All | +140.2% | +433.1% | -292.9% | +43.6% |
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