-88.9%
MSTU vs RGEN
+8.1%
-97.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.4% |
| 7D | -25.8% | -3.3% | -22.5% | -24.3% |
| 30D | -43.9% | -5.8% | -38.0% | -40.9% |
| 3M | +2.9% | +0.2% | +2.7% | +5.8% |
| 6M | -75.5% | +56.8% | -132.3% | -80.2% |
| YTD | -76.7% | +2.4% | -79.1% | -76.7% |
| 1Y | -88.9% | +11.4% | -100.4% | -89.0% |
| All | -88.9% | +8.1% | -97.1% | -89.0% |
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