+3.8%
MSCI vs RGEN
-35.1%
+38.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -2.9% |
| 7D | +2.8% | -1.9% | +4.8% | +3.2% |
| 30D | +15.4% | +3.7% | +11.7% | +14.2% |
| 3M | +13.4% | +8.8% | +4.6% | +10.3% |
| 6M | +10.9% | +38.0% | -27.0% | +1.3% |
| YTD | +13.0% | +5.9% | +7.1% | +9.1% |
| 1Y | +12.0% | +19.7% | -7.6% | +4.8% |
| 3Y | +34.1% | +20.5% | +13.6% | +15.9% |
| All | +3.8% | -35.1% | +38.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling