-65.1%
MSTZ vs RGEN
+19.5%
-84.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.5% | -9.6% |
| 7D | +0.7% | -3.5% | +4.2% | -0.5% |
| 30D | +16.6% | -6.0% | +22.6% | +15.8% |
| 3M | -74.7% | +19.0% | -93.7% | -72.5% |
| 6M | -43.9% | +50.7% | -94.7% | -32.7% |
| YTD | -84.0% | +8.8% | -92.8% | -81.7% |
| 1Y | -65.1% | +21.3% | -86.4% | -58.6% |
| All | -65.1% | +19.5% | -84.6% | -58.6% |
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