+97.5%
MO vs RGEN
-44.1%
+141.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -2.4% | -4.6% | +2.2% | -2.4% |
| 30D | +3.6% | +1.2% | +2.4% | +3.6% |
| 3M | -3.7% | +26.8% | -30.5% | -3.6% |
| 6M | +4.5% | +29.1% | -24.6% | +4.7% |
| YTD | +21.5% | +0.7% | +20.8% | +21.8% |
| 1Y | +9.5% | +39.1% | -29.5% | +9.6% |
| 3Y | +93.6% | +2.2% | +91.3% | +93.8% |
| All | +97.5% | -44.1% | +141.6% | +86.0% |
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