+99.3%
MSI vs RGEN
-42.7%
+142.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | -1.0% | +2.8% | -3.8% | -1.4% |
| 3M | +14.2% | +34.5% | -20.3% | +10.1% |
| 6M | +1.0% | +40.5% | -39.4% | -3.4% |
| YTD | +21.5% | +2.8% | +18.6% | +20.2% |
| 1Y | -2.1% | +39.6% | -41.8% | -7.1% |
| 3Y | +69.3% | +4.4% | +64.9% | +61.3% |
| 5Y | +99.3% | -42.8% | +142.1% | +89.0% |
| All | +99.3% | -42.7% | +142.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling