+222.1%
MAS vs RGEN
+509.1%
-287.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | -2.2% |
| 7D | +4.6% | -10.7% | +15.2% | +7.1% |
| 30D | +19.9% | -3.6% | +23.5% | +20.6% |
| 3M | +8.9% | +6.2% | +2.7% | +6.7% |
| 6M | +20.2% | +34.1% | -14.0% | +11.2% |
| YTD | +33.9% | +2.8% | +31.1% | +30.5% |
| 1Y | +34.7% | +15.5% | +19.1% | +27.7% |
| 3Y | +60.4% | +12.1% | +48.3% | +46.8% |
| 5Y | +43.5% | -36.9% | +80.3% | +40.8% |
| All | +222.1% | +509.1% | -287.1% | +86.6% |
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