-92.7%
MSTU vs RCAT
-2.3%
-90.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.2% |
| 7D | +21.3% | -1.4% | +22.7% | +22.8% |
| 30D | +90.8% | -3.3% | +94.2% | +90.6% |
| 3M | -6.8% | -43.2% | +36.4% | +20.2% |
| 6M | -39.8% | -43.2% | +3.4% | -27.4% |
| YTD | -55.7% | +5.5% | -61.2% | -61.6% |
| 1Y | -92.7% | -1.6% | -91.0% | -92.6% |
| All | -92.7% | -2.3% | -90.3% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling