+2,417.1%
MSCI vs RGEN
+3,744.0%
-1,326.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.4% | -4.9% | +5.3% | +1.4% |
| 30D | +0.6% | +5.7% | -5.1% | -0.8% |
| 3M | -7.1% | +32.4% | -39.5% | -13.2% |
| 6M | +0.8% | +33.2% | -32.4% | -6.6% |
| YTD | +1.0% | +2.3% | -1.3% | -1.1% |
| 1Y | +4.3% | +39.0% | -34.7% | -5.5% |
| 3Y | +9.9% | -4.6% | +14.6% | +2.9% |
| 5Y | -6.8% | -42.7% | +35.9% | -5.7% |
| 10Y | +614.7% | +433.6% | +181.1% | +355.3% |
| All | +2,417.1% | +3,744.0% | -1,326.9% | +779.0% |
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 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