+618.6%
MSCI vs RGEN
+430.0%
+188.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.4% | -4.9% | +5.3% | +1.7% |
| 30D | +0.6% | +5.7% | -5.1% | -1.1% |
| 3M | -7.1% | +32.4% | -39.5% | -14.5% |
| 6M | +0.8% | +33.2% | -32.4% | -8.2% |
| YTD | +1.0% | +2.3% | -1.3% | -1.5% |
| 1Y | +4.3% | +39.0% | -34.7% | -7.9% |
| 3Y | +9.9% | -4.6% | +14.6% | +1.0% |
| 5Y | -6.8% | -42.7% | +35.9% | -4.9% |
| All | +618.6% | +430.0% | +188.5% | +316.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling