-86.8%
MSTU vs RCAT
+193.7%
-280.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.9% | -12.5% | -10.3% |
| 7D | +16.1% | +5.4% | +10.7% | +13.6% |
| 30D | +68.7% | -5.6% | +74.2% | +70.4% |
| 3M | -11.0% | -30.2% | +19.2% | +3.5% |
| 6M | -33.4% | -43.4% | +10.0% | -20.4% |
| YTD | -59.5% | +9.6% | -69.2% | -63.9% |
| 1Y | -93.4% | -2.0% | -91.4% | -94.0% |
| All | -86.8% | +193.7% | -280.6% | -92.1% |
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 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