+145.1%
MS vs RGEN
-42.4%
+187.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +1.4% | -4.9% | +6.3% | +2.3% |
| 30D | -0.3% | +5.7% | -5.9% | -1.5% |
| 3M | +0.3% | +32.4% | -32.1% | -5.7% |
| 6M | +31.3% | +33.2% | -1.8% | +22.6% |
| YTD | +24.7% | +2.3% | +22.4% | +22.6% |
| 1Y | +47.9% | +39.0% | +8.9% | +36.2% |
| 3Y | +178.3% | -4.6% | +183.0% | +166.1% |
| All | +145.1% | -42.4% | +187.5% | +123.7% |
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