+72.2%
MSFU vs RCAT
+245.0%
-172.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.6% |
| 7D | -3.2% | +5.4% | -8.6% | -3.6% |
| 30D | -3.1% | -5.6% | +2.5% | -2.8% |
| 3M | +35.3% | -30.2% | +65.5% | +38.2% |
| 6M | +31.6% | -43.4% | +75.0% | +35.1% |
| YTD | -9.5% | +9.6% | -19.2% | -11.4% |
| 1Y | -18.4% | -2.0% | -16.4% | -20.4% |
| 3Y | +26.9% | +825.0% | -798.1% | +12.0% |
| All | +72.2% | +245.0% | -172.8% | +67.9% |
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