-90.3%
MSTU vs RCAT
+52.0%
-142.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.4% | -16.5% | -10.0% |
| 7D | -9.3% | +1.1% | -10.4% | -11.3% |
| 30D | -38.3% | -22.0% | -16.3% | -32.0% |
| 3M | +24.0% | -51.1% | +75.2% | +63.8% |
| 6M | -72.1% | -56.6% | -15.5% | -62.0% |
| YTD | -70.2% | -43.3% | -27.0% | -65.3% |
| 1Y | -89.6% | -51.5% | -38.1% | -87.1% |
| All | -90.3% | +52.0% | -142.3% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling