+145,627.7%
MSFT vs RGEN
+1,689.4%
+143,938.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.6% |
| 7D | +7.5% | +3.5% | +4.0% | +7.3% |
| 30D | +1.9% | +2.9% | -1.0% | +1.7% |
| 3M | +9.2% | +9.2% | +0.1% | +8.5% |
| 6M | +31.9% | +44.9% | -13.1% | +28.7% |
| YTD | +13.4% | +9.2% | +4.2% | +12.4% |
| 1Y | +10.6% | +25.3% | -14.7% | +8.7% |
| 3Y | +54.7% | +21.7% | +33.0% | +50.6% |
| 5Y | +69.1% | -34.5% | +103.6% | +68.3% |
| 10Y | +920.4% | +478.9% | +441.5% | +813.6% |
| All | +145,627.7% | +1,689.4% | +143,938.3% | +101,674.9% |
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