-42.3%
MSTR vs RGEN
+19.5%
-61.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -1.8% | -3.5% | +1.7% | -0.9% |
| 30D | -13.3% | -6.0% | -7.3% | -12.2% |
| 3M | +46.0% | +19.0% | +27.0% | +42.3% |
| 6M | -22.4% | +50.7% | -73.2% | -29.2% |
| YTD | -6.2% | +8.8% | -14.9% | -9.6% |
| 1Y | -42.3% | +21.3% | -63.6% | -45.3% |
| All | -42.3% | +19.5% | -61.8% | -45.3% |
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