-90.8%
MSTU vs RCAT
+44.9%
-135.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | -27.7% | +7.2% | -35.0% | -30.6% |
| 30D | -40.3% | -20.4% | -19.9% | -34.7% |
| 3M | +26.4% | -59.8% | +86.2% | +82.9% |
| 6M | -75.7% | -61.9% | -13.9% | -65.0% |
| YTD | -71.9% | -45.9% | -26.0% | -66.5% |
| 1Y | -89.3% | -50.5% | -38.8% | -86.7% |
| All | -90.8% | +44.9% | -135.8% | -92.7% |
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 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