+1,620.6%
MAS vs RGEN
+1,584.8%
+35.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | -3.2% |
| 7D | +4.6% | -10.7% | +15.2% | +5.1% |
| 30D | +19.9% | -3.6% | +23.5% | +20.0% |
| 3M | +8.9% | +6.2% | +2.7% | +8.4% |
| 6M | +20.2% | +34.1% | -14.0% | +18.2% |
| YTD | +33.9% | +2.8% | +31.1% | +33.2% |
| 1Y | +34.7% | +15.5% | +19.1% | +33.3% |
| 3Y | +60.4% | +12.1% | +48.3% | +57.9% |
| 5Y | +43.5% | -36.9% | +80.3% | +43.4% |
| 10Y | +226.7% | +522.4% | -295.7% | +200.2% |
| All | +1,620.6% | +1,584.8% | +35.8% | +1,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling