-32.8%
MOS vs RGEN
-35.1%
+2.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.3% |
| 7D | +21.6% | -1.9% | +23.5% | +21.8% |
| 30D | +12.0% | +3.7% | +8.2% | +11.0% |
| 3M | -3.9% | +8.8% | -12.7% | -5.5% |
| 6M | -3.3% | +38.0% | -41.3% | -8.4% |
| YTD | -4.6% | +5.9% | -10.5% | -6.6% |
| 1Y | -7.0% | +19.7% | -26.6% | -10.7% |
| 3Y | -24.4% | +20.5% | -44.9% | -29.8% |
| All | -32.8% | -35.1% | +2.3% | -36.5% |
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