+663.4%
MSI vs RGEN
+415.2%
+248.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +3.2% | -3.3% | +6.5% | +3.7% |
| 30D | +17.6% | -5.8% | +23.4% | +18.4% |
| 3M | +14.5% | +0.2% | +14.3% | +13.9% |
| 6M | +34.3% | +56.8% | -22.5% | +24.8% |
| YTD | +39.7% | +2.4% | +37.3% | +37.3% |
| 1Y | +40.2% | +11.4% | +28.7% | +35.8% |
| 3Y | +77.1% | +15.2% | +62.0% | +63.9% |
| 5Y | +124.0% | -35.1% | +159.1% | +118.4% |
| All | +663.4% | +415.2% | +248.2% | +392.5% |
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