+1,082.7%
MOD vs RGEN
-35.5%
+1,118.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.8% | +27.1% | +27.6% |
| 7D | +40.4% | -3.3% | +43.7% | +41.9% |
| 30D | -14.0% | -5.8% | -8.2% | -12.4% |
| 3M | -33.3% | +0.2% | -33.5% | -33.9% |
| 6M | -51.4% | +56.8% | -108.2% | -58.6% |
| YTD | +1.6% | +2.4% | -0.8% | -2.0% |
| 1Y | +5.4% | +11.4% | -6.1% | -0.7% |
| 3Y | +191.0% | +15.2% | +175.8% | +162.1% |
| All | +1,082.7% | -35.5% | +1,118.2% | +876.1% |
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