+88.0%
MSFU vs RCAT
+50.8%
+37.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -2.8% | -5.9% | +3.2% | -2.3% |
| 30D | -5.3% | -19.7% | +14.4% | -4.0% |
| 3M | +7.2% | -62.9% | +70.1% | +15.6% |
| 6M | +51.0% | -59.6% | +110.6% | +60.6% |
| YTD | -1.2% | -52.1% | +50.8% | +3.0% |
| 1Y | -10.3% | -50.9% | +40.6% | -6.9% |
| 3Y | +22.2% | +333.8% | -311.6% | +14.3% |
| All | +88.0% | +50.8% | +37.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling