+76.3%
MSFU vs RCAT
+232.1%
-155.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -4.0% |
| 7D | -5.7% | -1.4% | -4.3% | -5.6% |
| 30D | +4.2% | -3.3% | +7.5% | +4.3% |
| 3M | +27.9% | -43.2% | +71.1% | +32.7% |
| 6M | +37.1% | -43.2% | +80.3% | +40.9% |
| YTD | -7.4% | +5.5% | -12.9% | -9.0% |
| 1Y | -19.6% | -1.6% | -18.0% | -21.5% |
| 3Y | +33.2% | +773.7% | -740.5% | +18.0% |
| All | +76.3% | +232.1% | -155.8% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling