+110.9%
MO vs RGEN
+415.7%
-304.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +7.1% | -0.3% | +7.5% | +7.1% |
| 3M | -2.0% | +23.9% | -25.8% | -2.6% |
| 6M | +7.3% | +38.5% | -31.2% | +6.1% |
| YTD | +23.5% | +0.8% | +22.7% | +23.3% |
| 1Y | +11.0% | +38.2% | -27.2% | +9.6% |
| 3Y | +95.0% | +1.3% | +93.7% | +92.8% |
| 5Y | +100.6% | -44.0% | +144.6% | +102.1% |
| All | +110.9% | +415.7% | -304.8% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling