+150.2%
MOS vs RGEN
+1,576.0%
-1,425.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +9.5% | -4.9% | +14.5% | +9.8% |
| 30D | +10.4% | +5.7% | +4.7% | +10.1% |
| 3M | +12.9% | +32.4% | -19.6% | +11.3% |
| 6M | +1.2% | +33.2% | -31.9% | -0.4% |
| YTD | +9.3% | +2.3% | +7.0% | +8.9% |
| 1Y | -18.0% | +39.0% | -57.0% | -19.6% |
| 3Y | -29.0% | -4.6% | -24.4% | -29.8% |
| 5Y | -9.6% | -42.7% | +33.1% | -9.5% |
| 10Y | +6.1% | +433.6% | -427.5% | -4.1% |
| All | +150.2% | +1,576.0% | -1,425.8% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling