Use the function as follows:
stat = regstats(Y, X);
Ommit the third and forth arguments. Especially the last. The function returns a lot of useful information on the regression (t-values, r-square, ...), and if your forth argument is 'beta', you only get the coefficients. If you are only interested in coefficients, use the function regress because it is faster than regstats. Use regstats if you want that whole other stuff about the regression (t-values, r-square, mse, f-statistics, ...), too.