+142,414.7%
MSFT vs RGEN
+1,639.8%
+140,774.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.0% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | +5.6% | +6.6% | -1.1% | +5.0% |
| 6M | +29.0% | +40.9% | -12.0% | +26.1% |
| YTD | +10.9% | +6.2% | +4.8% | +10.1% |
| 1Y | +6.2% | +19.4% | -13.2% | +4.6% |
| 3Y | +47.6% | +17.9% | +29.7% | +43.9% |
| 5Y | +67.9% | -34.0% | +102.0% | +67.1% |
| 10Y | +922.9% | +453.9% | +469.0% | +818.0% |
| All | +142,414.7% | +1,639.8% | +140,774.9% | +99,594.1% |
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