-99.3%
MSTZ vs RGEN
+25.8%
-125.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.9% |
| 7D | +31.0% | -3.1% | +34.2% | +28.4% |
| 30D | +34.0% | +0.1% | +33.9% | +37.7% |
| 3M | -67.7% | +4.8% | -72.5% | -64.1% |
| 6M | -14.9% | +48.9% | -63.9% | +26.7% |
| YTD | -79.1% | +5.3% | -84.4% | -76.8% |
| 1Y | -58.9% | +12.5% | -71.4% | -50.8% |
| All | -99.3% | +25.8% | -125.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling