+261.9%
MOH vs RGEN
+415.7%
-153.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.7% | -1.4% | +3.2% | +1.9% |
| 30D | -0.9% | -0.3% | -0.6% | -1.0% |
| 3M | +5.7% | +23.9% | -18.2% | +1.7% |
| 6M | +39.1% | +38.5% | +0.6% | +30.5% |
| YTD | +17.7% | +0.8% | +16.9% | +16.1% |
| 1Y | +8.4% | +38.2% | -29.8% | +0.7% |
| 3Y | -36.6% | +1.3% | -37.9% | -40.6% |
| 5Y | -19.1% | -44.0% | +24.9% | -18.2% |
| All | +261.9% | +415.7% | -153.8% | +176.1% |
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 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