+671.3%
MSI vs RGEN
+450.6%
+220.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +7.7% | -3.1% | +10.8% | +8.1% |
| 30D | +19.9% | +0.1% | +19.9% | +19.7% |
| 3M | +14.9% | +4.8% | +10.2% | +13.6% |
| 6M | +37.2% | +48.9% | -11.7% | +28.5% |
| YTD | +40.8% | +5.3% | +35.4% | +37.8% |
| 1Y | +38.1% | +12.5% | +25.6% | +33.7% |
| 3Y | +77.7% | +17.0% | +60.7% | +64.1% |
| 5Y | +129.0% | -35.4% | +164.4% | +123.7% |
| 10Y | +671.3% | +434.6% | +236.7% | +393.9% |
| All | +671.3% | +450.6% | +220.7% | +393.9% |
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 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