-87.2%
MSTU vs RGEN
+19.5%
-106.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.4% |
| 7D | -4.8% | -3.5% | -1.3% | -2.8% |
| 30D | -29.6% | -6.0% | -23.6% | -27.2% |
| 3M | +69.4% | +19.0% | +50.4% | +63.1% |
| 6M | -62.2% | +50.7% | -113.0% | -68.5% |
| YTD | -61.1% | +8.8% | -69.8% | -62.7% |
| 1Y | -87.2% | +21.3% | -108.4% | -88.2% |
| All | -87.2% | +19.5% | -106.7% | -88.2% |
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