+3,874.2%
MSI vs RGEN
+1,576.0%
+2,298.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -3.7% | -4.9% | +1.2% | -3.4% |
| 30D | +6.8% | +5.7% | +1.1% | +6.5% |
| 3M | +14.3% | +32.4% | -18.1% | +12.3% |
| 6M | -1.6% | +33.2% | -34.8% | -3.5% |
| YTD | +22.8% | +2.3% | +20.5% | +22.1% |
| 1Y | -1.1% | +39.0% | -40.1% | -3.5% |
| 3Y | +70.5% | -4.6% | +75.1% | +67.7% |
| 5Y | +102.8% | -42.7% | +145.5% | +102.6% |
| 10Y | +597.4% | +433.6% | +163.8% | +514.6% |
| All | +3,874.2% | +1,576.0% | +2,298.2% | +2,579.0% |
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 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