-2.7%
MSI vs RGEN
+37.5%
-40.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -4.0% | -4.6% | +0.6% | -3.9% |
| 30D | -0.5% | +1.2% | -1.6% | -0.5% |
| 3M | +11.4% | +26.8% | -15.4% | +10.8% |
| 6M | +1.0% | +29.1% | -28.1% | +0.1% |
| YTD | +20.7% | +0.7% | +19.9% | +18.7% |
| 1Y | -2.7% | +39.1% | -41.7% | -5.1% |
| All | -2.7% | +37.5% | -40.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling