+30.9%
MSFU vs RCAT
+339.1%
-308.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.6% | -20.5% | -3.4% |
| 7D | +2.5% | -12.7% | +15.2% | +3.3% |
| 30D | -1.3% | -34.3% | +33.0% | +1.8% |
| 3M | +8.6% | -53.4% | +62.0% | +15.1% |
| 6M | +48.4% | -62.0% | +110.4% | +58.6% |
| YTD | +1.6% | -49.1% | +50.6% | +5.8% |
| 1Y | -5.8% | -53.1% | +47.4% | -1.8% |
| 3Y | +30.9% | +318.7% | -287.7% | +39.8% |
| All | +30.9% | +339.1% | -308.2% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling