-86.8%
MSTU vs RGEN
+22.9%
-109.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -9.1% |
| 7D | +16.1% | -0.9% | +17.0% | +16.4% |
| 30D | +68.7% | +2.8% | +65.8% | +68.1% |
| 3M | -11.0% | +34.5% | -45.5% | -35.7% |
| 6M | -33.4% | +40.5% | -73.8% | -55.4% |
| YTD | -59.5% | +2.8% | -62.4% | -61.2% |
| 1Y | -93.4% | +39.6% | -133.0% | -95.6% |
| All | -86.8% | +22.9% | -109.7% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling