-76.1%
MSTU vs RGEN
+43.2%
-119.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.5% | -9.4% | -11.5% |
| 7D | -23.0% | -1.2% | -21.8% | -22.5% |
| 30D | -47.7% | -5.1% | -42.6% | -45.5% |
| 3M | +12.5% | +0.5% | +12.0% | +17.6% |
| 6M | -76.1% | +46.6% | -122.7% | -75.2% |
| All | -76.1% | +43.2% | -119.3% | -75.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling