-24.5%
MOS vs RGEN
+12.2%
-36.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.7% | +4.0% |
| 7D | +22.5% | -10.7% | +33.2% | +24.2% |
| 30D | +6.6% | -3.6% | +10.3% | +6.8% |
| 3M | -3.8% | +6.2% | -10.0% | -5.1% |
| 6M | -2.2% | +34.1% | -36.3% | -6.9% |
| YTD | -4.8% | +2.8% | -7.6% | -6.3% |
| 1Y | -11.7% | +15.5% | -27.2% | -14.8% |
| All | -24.5% | +12.2% | -36.7% | -32.4% |
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 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