-90.1%
MSTU vs RRC
+35.0%
-125.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.8% | -12.1% | -13.1% |
| 7D | -23.0% | +2.5% | -25.5% | -22.5% |
| 30D | -47.7% | +21.1% | -68.8% | -45.3% |
| 3M | +12.5% | +28.4% | -15.9% | +17.7% |
| 6M | -76.1% | +26.5% | -102.5% | -74.5% |
| YTD | -75.5% | +47.0% | -122.5% | -76.9% |
| 1Y | -90.1% | +35.2% | -125.3% | -90.1% |
| All | -90.1% | +35.0% | -125.1% | -90.1% |
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