+27.9%
MAS vs RGEN
+53.6%
-25.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.7% |
| 7D | +14.2% | -3.5% | +17.7% | +15.0% |
| 30D | +26.8% | -6.0% | +32.8% | +28.3% |
| 3M | +13.1% | +19.0% | -5.8% | +5.6% |
| 6M | +27.9% | +50.7% | -22.8% | +10.2% |
| All | +27.9% | +53.6% | -25.6% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling