-86.8%
MSTU vs RRC
+44.7%
-131.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.4% | -8.4% |
| 7D | +16.1% | -1.2% | +17.3% | +17.4% |
| 30D | +68.7% | +9.4% | +59.2% | +53.0% |
| 3M | -11.0% | +7.4% | -18.4% | -20.4% |
| 6M | -33.4% | +1.5% | -34.8% | -38.6% |
| YTD | -59.5% | +19.4% | -78.9% | -69.6% |
| 1Y | -93.4% | +24.2% | -117.6% | -95.4% |
| All | -86.8% | +44.7% | -131.5% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling