-93.7%
MSTU vs RCAT
-7.9%
-85.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -2.3% |
| 7D | +12.9% | -2.3% | +15.2% | +14.3% |
| 30D | +68.3% | -18.7% | +87.0% | +83.6% |
| 3M | +0.4% | -29.3% | +29.6% | +16.6% |
| 6M | -41.5% | -42.3% | +0.8% | -29.5% |
| YTD | -61.7% | +2.5% | -64.2% | -66.6% |
| 1Y | -93.7% | -5.7% | -88.0% | -93.7% |
| All | -93.7% | -7.9% | -85.7% | -93.7% |
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