+85.8%
MSFU vs RCAT
+70.2%
+15.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -4.9% |
| 7D | -12.7% | +7.2% | -19.9% | -13.3% |
| 30D | -9.0% | -20.4% | +11.4% | -7.6% |
| 3M | +2.9% | -59.8% | +62.7% | +10.3% |
| 6M | +43.5% | -61.9% | +105.4% | +53.0% |
| YTD | -2.4% | -45.9% | +43.5% | +0.8% |
| 1Y | -13.5% | -50.5% | +37.0% | -10.5% |
| 3Y | +19.2% | +387.5% | -368.3% | +10.5% |
| All | +85.8% | +70.2% | +15.5% | +91.0% |
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