+124.8%
MS vs RGEN
-35.9%
+160.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.8% |
| 7D | +0.8% | -2.4% | +3.2% | +1.3% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | -12.4% | +6.6% | -19.0% | -13.9% |
| 6M | -1.7% | +40.9% | -42.7% | -9.3% |
| YTD | +8.0% | +6.2% | +1.9% | +5.0% |
| 1Y | +16.2% | +19.4% | -3.2% | +10.4% |
| 3Y | +171.3% | +17.9% | +153.4% | +148.8% |
| 5Y | +124.8% | -34.0% | +158.8% | +91.5% |
| All | +124.8% | -35.9% | +160.6% | +91.5% |
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