+35.8%
MSCI vs RGEN
+15.2%
+20.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | +3.0% | -3.3% | +6.3% | +3.4% |
| 30D | +17.8% | -5.8% | +23.6% | +18.5% |
| 3M | +15.2% | +0.2% | +15.0% | +14.7% |
| 6M | +16.5% | +56.8% | -40.3% | +9.7% |
| YTD | +16.4% | +2.4% | +14.0% | +14.7% |
| 1Y | +16.8% | +11.4% | +5.4% | +13.9% |
| 3Y | +35.8% | +15.2% | +20.6% | +26.5% |
| All | +35.8% | +15.2% | +20.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling