-25.6%
MOS vs RGEN
+19.6%
-45.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | +19.7% | +3.5% | +16.2% | +19.0% |
| 30D | +21.5% | +2.9% | +18.6% | +20.7% |
| 3M | -0.4% | +9.2% | -9.6% | -2.1% |
| 6M | +4.5% | +44.9% | -40.4% | -1.6% |
| YTD | -2.9% | +9.2% | -12.1% | -5.2% |
| 1Y | -7.7% | +25.3% | -33.0% | -12.0% |
| 3Y | -25.6% | +21.7% | -47.4% | -36.0% |
| All | -25.6% | +19.6% | -45.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling