+812.7%
MOD vs RGEN
-34.8%
+847.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +9.0% |
| 7D | -13.9% | +3.5% | -17.4% | -14.6% |
| 30D | -41.5% | +2.9% | -44.4% | -41.9% |
| 3M | -45.7% | +9.2% | -54.9% | -47.5% |
| 6M | -61.1% | +44.9% | -106.1% | -66.0% |
| YTD | -20.5% | +9.2% | -29.7% | -24.7% |
| 1Y | -32.1% | +25.3% | -57.4% | -38.2% |
| 3Y | +146.5% | +21.7% | +124.7% | +118.4% |
| 5Y | +812.7% | -34.5% | +847.2% | +646.1% |
| All | +812.7% | -34.8% | +847.6% | +646.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling