-92.7%
MSTU vs RGEN
+45.2%
-137.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.5% |
| 7D | +21.3% | -4.9% | +26.2% | +24.9% |
| 30D | +90.8% | +5.7% | +85.1% | +89.7% |
| 3M | -6.8% | +32.4% | -39.2% | -20.5% |
| 6M | -39.8% | +33.2% | -73.0% | -50.0% |
| YTD | -55.7% | +2.3% | -58.0% | -54.0% |
| 1Y | -92.7% | +39.0% | -131.7% | -94.0% |
| All | -92.7% | +45.2% | -137.9% | -94.0% |
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 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