+93.3%
MSFU vs RCAT
+60.3%
+33.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 6M | +48.4% | -62.0% | +110.4% | +58.3% |
| YTD | +1.6% | -49.1% | +50.6% | +5.5% |
| 1Y | -5.8% | -53.1% | +47.4% | -2.1% |
| 3Y | +30.9% | +318.7% | -287.7% | +22.7% |
| All | +93.3% | +60.3% | +33.0% | +99.8% |
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 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