-87.2%
MSTU vs RCAT
-59.1%
-28.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -10.3% | +20.6% | +15.8% |
| 7D | -4.8% | -18.5% | +13.7% | +5.6% |
| 30D | -29.6% | -37.0% | +7.4% | -10.0% |
| 3M | +69.4% | -54.9% | +124.2% | +149.8% |
| 6M | -62.2% | -63.6% | +1.4% | -39.3% |
| YTD | -61.1% | -49.6% | -11.5% | -59.3% |
| 1Y | -87.2% | -57.8% | -29.4% | -84.0% |
| All | -87.2% | -59.1% | -28.0% | -84.0% |
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