-94.0%
MSTU vs RGEN
+39.1%
-133.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.7% |
| 7D | -22.0% | -2.9% | -19.1% | -20.8% |
| 30D | +60.3% | -0.1% | +60.4% | +63.3% |
| 3M | -3.7% | +25.9% | -29.7% | -14.7% |
| 6M | -45.2% | +35.2% | -80.4% | -55.3% |
| YTD | -64.3% | +0.5% | -64.8% | -62.6% |
| 1Y | -94.0% | +37.0% | -131.0% | -95.3% |
| All | -94.0% | +39.1% | -133.1% | -95.3% |
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