+5,285.6%
MS vs RGEN
+2,306.9%
+2,978.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.5% | -5.5% |
| 7D | -3.4% | -10.7% | +7.3% | -2.6% |
| 30D | -3.9% | -3.6% | -0.3% | -3.7% |
| 3M | -15.9% | +6.2% | -22.1% | -16.4% |
| 6M | -2.5% | +34.1% | -36.6% | -5.0% |
| YTD | +5.1% | +2.8% | +2.3% | +4.3% |
| 1Y | +13.0% | +15.5% | -2.6% | +11.1% |
| 3Y | +160.7% | +12.1% | +148.6% | +153.9% |
| 5Y | +114.0% | -36.9% | +150.9% | +113.6% |
| 10Y | +637.5% | +522.4% | +115.1% | +527.1% |
| All | +5,285.6% | +2,306.9% | +2,978.8% | +3,650.7% |
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 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