+6,288.2%
MS vs RGEN
+2,294.3%
+3,993.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +1.7% |
| 30D | -0.3% | +5.7% | -5.9% | -0.7% |
| 3M | +0.3% | +32.4% | -32.1% | -2.0% |
| 6M | +31.3% | +33.2% | -1.8% | +28.1% |
| YTD | +24.7% | +2.3% | +22.4% | +23.9% |
| 1Y | +47.9% | +39.0% | +8.9% | +43.5% |
| 3Y | +178.3% | -4.6% | +183.0% | +174.0% |
| 5Y | +144.9% | -42.7% | +187.6% | +146.0% |
| 10Y | +804.5% | +433.6% | +370.9% | +676.9% |
| All | +6,288.2% | +2,294.3% | +3,993.9% | +4,356.3% |
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