-29.2%
MOS vs RGEN
-35.0%
+5.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.3% |
| 7D | +24.8% | -2.4% | +27.2% | +25.1% |
| 30D | +22.7% | +0.1% | +22.6% | +22.3% |
| 3M | -1.2% | +6.6% | -7.8% | -2.6% |
| 6M | +5.5% | +40.9% | -35.4% | -0.3% |
| YTD | -2.0% | +6.2% | -8.1% | -4.0% |
| 1Y | -7.9% | +19.4% | -27.4% | -11.6% |
| 3Y | -25.0% | +17.9% | -42.9% | -30.0% |
| All | -29.2% | -35.0% | +5.8% | -33.9% |
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