+1,530.3%
MOD vs RGEN
-42.4%
+1,572.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +9.6% | -4.9% | +14.5% | +11.0% |
| 30D | 0.0% | +5.7% | -5.7% | -1.7% |
| 3M | -35.4% | +32.4% | -67.8% | -41.2% |
| 6M | -7.3% | +33.2% | -40.5% | -16.5% |
| YTD | +45.8% | +2.3% | +43.5% | +41.6% |
| 1Y | +43.1% | +39.0% | +4.1% | +26.9% |
| 3Y | +297.7% | -4.6% | +302.3% | +277.5% |
| All | +1,530.3% | -42.4% | +1,572.7% | +1,271.4% |
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