-99.3%
MSTZ vs RGEN
+30.4%
-129.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +7.7% |
| 7D | +4.3% | +3.5% | +0.8% | +8.3% |
| 30D | +30.2% | +2.9% | +27.2% | +37.0% |
| 3M | -66.9% | +9.2% | -76.1% | -61.9% |
| 6M | -26.3% | +44.9% | -71.3% | +5.1% |
| YTD | -80.1% | +9.2% | -89.3% | -77.3% |
| 1Y | -57.5% | +25.3% | -82.8% | -43.4% |
| All | -99.3% | +30.4% | -129.7% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling