+886.3%
MOD vs RGEN
+457.6%
+428.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.3% |
| 7D | -17.8% | -2.4% | -15.4% | -17.3% |
| 30D | -43.2% | +0.1% | -43.3% | -43.2% |
| 3M | -46.0% | +6.6% | -52.7% | -47.1% |
| 6M | -62.2% | +40.9% | -103.2% | -65.8% |
| YTD | -22.8% | +6.2% | -29.0% | -25.5% |
| 1Y | -35.5% | +19.4% | -54.9% | -39.3% |
| 3Y | +128.2% | +17.9% | +110.3% | +110.1% |
| 5Y | +791.6% | -34.0% | +825.6% | +761.6% |
| 10Y | +886.3% | +453.9% | +432.4% | +517.6% |
| All | +886.3% | +457.6% | +428.7% | +517.6% |
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