-99.1%
MSTZ vs RGEN
+22.3%
-121.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +5.6% |
| 7D | +30.8% | -3.3% | +34.1% | +27.4% |
| 30D | +41.2% | -5.8% | +47.0% | +38.4% |
| 3M | -60.9% | +0.2% | -61.1% | -58.1% |
| 6M | -15.7% | +56.8% | -72.4% | +32.8% |
| YTD | -75.2% | +2.4% | -77.6% | -73.1% |
| 1Y | -59.8% | +11.4% | -71.2% | -52.1% |
| All | -99.1% | +22.3% | -121.4% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling