-58.9%
MSTZ vs RGEN
+18.8%
-77.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.6% |
| 7D | +31.0% | -3.1% | +34.2% | +29.4% |
| 30D | +34.0% | +0.1% | +33.9% | +35.5% |
| 3M | -67.7% | +4.8% | -72.5% | -66.0% |
| 6M | -14.9% | +48.9% | -63.9% | +3.8% |
| YTD | -79.1% | +5.3% | -84.4% | -76.9% |
| 1Y | -58.9% | +12.5% | -71.4% | -53.4% |
| All | -58.9% | +18.8% | -77.7% | -53.4% |
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