+753.4%
MOD vs RGEN
-35.1%
+788.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.9% |
| 7D | -25.5% | -1.9% | -23.6% | -25.0% |
| 30D | -49.0% | +3.7% | -52.8% | -49.5% |
| 3M | -49.8% | +8.8% | -58.6% | -51.4% |
| 6M | -64.8% | +38.0% | -102.7% | -68.8% |
| YTD | -27.6% | +5.9% | -33.5% | -30.9% |
| 1Y | -35.2% | +19.7% | -54.9% | -40.3% |
| 3Y | +137.1% | +20.5% | +116.6% | +110.7% |
| All | +753.4% | -35.1% | +788.6% | +603.5% |
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