+2,222.5%
MKSI vs RGEN
+6,676.6%
-4,454.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -12.8% | -0.3% | -12.5% | -12.8% |
| 3M | -22.5% | +23.9% | -46.4% | -25.6% |
| 6M | +19.4% | +38.5% | -19.1% | +12.3% |
| YTD | +67.7% | +0.8% | +66.9% | +65.7% |
| 1Y | +131.4% | +38.2% | +93.2% | +117.8% |
| 3Y | +197.3% | +1.3% | +196.0% | +191.1% |
| 5Y | +87.0% | -44.0% | +131.0% | +94.3% |
| 10Y | +522.1% | +413.1% | +108.9% | +399.0% |
| All | +2,222.5% | +6,676.6% | -4,454.1% | +1,363.3% |
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