-85.6%
MSTU vs RCAT
+182.8%
-268.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | +21.3% | -1.4% | +22.7% | +22.7% |
| 30D | +90.8% | -3.3% | +94.2% | +91.2% |
| 3M | -6.8% | -43.2% | +36.4% | +18.6% |
| 6M | -39.8% | -43.2% | +3.4% | -28.2% |
| YTD | -55.7% | +5.5% | -61.2% | -59.7% |
| 1Y | -92.7% | -1.6% | -91.0% | -93.4% |
| All | -85.6% | +182.8% | -268.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling