+84.3%
MKSI vs RGEN
-44.2%
+128.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -12.8% | -0.3% | -12.5% | -12.9% |
| 3M | -22.5% | +23.9% | -46.4% | -30.5% |
| 6M | +19.4% | +38.5% | -19.1% | +0.8% |
| YTD | +67.7% | +0.8% | +66.9% | +62.2% |
| 1Y | +131.4% | +38.2% | +93.2% | +95.0% |
| 3Y | +197.3% | +1.3% | +196.0% | +173.4% |
| All | +84.3% | -44.2% | +128.5% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling