-30.2%
MSTZ vs RGEN
+45.2%
-75.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.0% |
| 7D | -29.7% | -4.9% | -24.8% | -31.7% |
| 30D | -65.3% | +5.7% | -71.0% | -63.9% |
| 3M | -57.3% | +32.4% | -89.8% | -50.7% |
| 6M | -61.6% | +33.2% | -94.8% | -53.8% |
| YTD | -78.3% | +2.3% | -80.6% | -77.9% |
| 1Y | -30.2% | +39.0% | -69.2% | -5.6% |
| All | -30.2% | +45.2% | -75.4% | -5.6% |
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