-87.2%
MSTU vs RRC
+44.7%
-131.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.5% | +13.9% | +9.6% |
| 7D | -4.8% | -6.8% | +1.9% | -6.0% |
| 30D | -29.6% | +34.7% | -64.3% | -26.6% |
| 3M | +69.4% | +31.5% | +37.9% | +76.5% |
| 6M | -62.2% | +21.8% | -84.0% | -58.7% |
| YTD | -61.1% | +48.9% | -109.9% | -63.6% |
| 1Y | -87.2% | +42.1% | -129.2% | -88.2% |
| All | -87.2% | +44.7% | -131.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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