+42.7%
MKSI vs RGEN
+19.5%
+23.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -5.0% |
| 7D | -10.7% | -3.5% | -7.2% | -10.1% |
| 30D | -30.5% | -6.0% | -24.5% | -29.9% |
| 3M | -39.2% | +19.0% | -58.1% | -41.1% |
| 6M | -33.0% | +50.7% | -83.8% | -40.1% |
| YTD | +22.3% | +8.8% | +13.6% | +26.0% |
| 1Y | +42.7% | +21.3% | +21.4% | +43.0% |
| All | +42.7% | +19.5% | +23.1% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling