+810.7%
MOD vs RGEN
+411.3%
+399.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +16.1% | -1.2% | +17.3% | +16.5% |
| 30D | -38.5% | -5.1% | -33.4% | -37.7% |
| 3M | -46.8% | +0.5% | -47.3% | -47.2% |
| 6M | -61.6% | +46.6% | -108.2% | -65.5% |
| YTD | -20.5% | +1.6% | -22.2% | -22.6% |
| 1Y | -28.0% | +5.4% | -33.4% | -30.3% |
| 3Y | +134.9% | +12.8% | +122.1% | +118.5% |
| 5Y | +833.2% | -35.6% | +868.7% | +807.6% |
| All | +810.7% | +411.3% | +399.5% | +490.7% |
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