-91.0%
MSTU vs RCAT
+42.2%
-133.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.4% | -0.8% | -4.5% |
| 7D | -21.7% | -5.6% | -16.1% | -21.1% |
| 30D | -42.8% | -27.0% | -15.7% | -35.1% |
| 3M | +21.4% | -57.9% | +79.3% | +71.9% |
| 6M | -74.1% | -59.4% | -14.7% | -63.7% |
| YTD | -72.4% | -46.9% | -25.5% | -66.8% |
| 1Y | -90.1% | -54.0% | -36.0% | -87.4% |
| All | -91.0% | +42.2% | -133.2% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling