+906.4%
MOD vs RGEN
+527.2%
+379.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.0% |
| 7D | -25.5% | -1.9% | -23.6% | -25.1% |
| 30D | -49.0% | +3.7% | -52.8% | -49.4% |
| 3M | -49.8% | +8.8% | -58.6% | -51.1% |
| 6M | -64.8% | +38.0% | -102.7% | -67.9% |
| YTD | -27.6% | +5.9% | -33.5% | -30.2% |
| 1Y | -35.2% | +19.7% | -54.9% | -39.1% |
| 3Y | +137.1% | +20.5% | +116.6% | +117.3% |
| 5Y | +760.3% | -35.0% | +795.3% | +733.2% |
| All | +906.4% | +527.2% | +379.1% | +503.6% |
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 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