+839.8%
MOD vs RGEN
+450.6%
+389.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +8.2% | -3.1% | +11.4% | +9.1% |
| 30D | -38.2% | +0.1% | -38.2% | -38.1% |
| 3M | -46.2% | +4.8% | -51.0% | -47.1% |
| 6M | -62.5% | +48.9% | -111.5% | -66.4% |
| YTD | -20.1% | +5.3% | -25.4% | -22.8% |
| 1Y | -29.7% | +12.5% | -42.2% | -32.9% |
| 3Y | +136.2% | +17.0% | +119.2% | +117.9% |
| 5Y | +820.4% | -35.4% | +855.7% | +792.0% |
| 10Y | +839.8% | +434.6% | +405.2% | +503.7% |
| All | +839.8% | +450.6% | +389.2% | +503.7% |
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