-87.5%
MSTU vs RRC
+44.2%
-131.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.1% |
| 7D | +12.9% | -1.7% | +14.6% | +14.8% |
| 30D | +68.3% | +3.6% | +64.7% | +61.8% |
| 3M | +0.4% | +8.8% | -8.5% | -12.0% |
| 6M | -41.5% | +0.8% | -42.3% | -45.7% |
| YTD | -61.7% | +19.0% | -80.7% | -71.1% |
| 1Y | -93.7% | +22.9% | -116.6% | -95.6% |
| All | -87.5% | +44.2% | -131.7% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling