+210.8%
MGY vs RGEN
+294.9%
-84.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +1.5% | -4.6% | +6.1% | +2.1% |
| 30D | +6.8% | +1.2% | +5.7% | +6.6% |
| 3M | +2.6% | +26.8% | -24.2% | -0.9% |
| 6M | -3.1% | +29.1% | -32.2% | -7.2% |
| YTD | +29.4% | +0.7% | +28.7% | +28.1% |
| 1Y | +22.3% | +39.1% | -16.8% | +15.4% |
| 3Y | +26.6% | +2.2% | +24.3% | +20.9% |
| 5Y | +92.1% | -44.0% | +136.1% | +88.4% |
| All | +210.8% | +294.9% | -84.0% | +129.5% |
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