+922.9%
MSFT vs RGEN
+457.6%
+465.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.6% |
| 7D | +2.3% | -2.4% | +4.7% | +2.9% |
| 30D | -0.4% | +0.1% | -0.4% | -0.5% |
| 3M | +5.6% | +6.6% | -1.1% | +3.3% |
| 6M | +29.0% | +40.9% | -12.0% | +17.4% |
| YTD | +10.9% | +6.2% | +4.8% | +7.2% |
| 1Y | +6.2% | +19.4% | -13.2% | -0.4% |
| 3Y | +47.6% | +17.9% | +29.7% | +31.0% |
| 5Y | +67.9% | -34.0% | +102.0% | +63.6% |
| 10Y | +922.9% | +453.9% | +469.0% | +444.0% |
| All | +922.9% | +457.6% | +465.2% | +444.0% |
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 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