-90.1%
MSTU vs RCAT
-54.8%
-35.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.3% | -4.6% | -8.7% |
| 7D | -23.0% | +15.6% | -38.6% | -29.8% |
| 30D | -47.7% | -24.1% | -23.6% | -40.0% |
| 3M | +12.5% | -61.9% | +74.4% | +80.9% |
| 6M | -76.1% | -64.3% | -11.7% | -61.7% |
| YTD | -75.5% | -50.4% | -25.1% | -74.3% |
| 1Y | -90.1% | -54.0% | -36.0% | -89.1% |
| All | -90.1% | -54.8% | -35.3% | -89.1% |
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