+13.7%
MSCI vs RGEN
+23.9%
-10.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | +1.5% | +3.5% | -2.0% | +1.1% |
| 30D | +14.4% | +2.9% | +11.5% | +14.0% |
| 3M | +15.2% | +9.2% | +6.0% | +13.6% |
| 6M | +11.2% | +44.9% | -33.7% | +5.5% |
| YTD | +13.9% | +9.2% | +4.7% | +11.0% |
| All | +13.7% | +23.9% | -10.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling