-32.0%
MSTZ vs RGEN
+39.0%
-70.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -5.5% | +23.2% | +16.0% |
| 7D | +13.4% | -10.7% | +24.0% | +10.7% |
| 30D | +37.5% | -3.6% | +41.2% | +35.7% |
| 3M | -69.9% | +6.2% | -76.2% | -71.3% |
| 6M | -32.0% | +34.1% | -66.1% | -39.0% |
| All | -32.0% | +39.0% | -70.9% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling