+14,854.2%
MO vs RGEN
+1,576.0%
+13,278.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +0.3% | -4.9% | +5.3% | +0.4% |
| 30D | +0.6% | +5.7% | -5.0% | +0.5% |
| 3M | -1.0% | +32.4% | -33.4% | -1.5% |
| 6M | +4.3% | +33.2% | -28.8% | +3.7% |
| YTD | +23.3% | +2.3% | +21.0% | +23.1% |
| 1Y | +10.5% | +39.0% | -28.5% | +9.6% |
| 3Y | +96.3% | -4.6% | +100.9% | +95.1% |
| 5Y | +98.9% | -42.7% | +141.6% | +98.6% |
| 10Y | +103.6% | +433.6% | -330.0% | +94.4% |
| All | +14,854.2% | +1,576.0% | +13,278.2% | +12,444.6% |
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