-92.4%
MSTU vs RRC
+79.5%
-171.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.5% |
| 7D | -25.8% | +6.4% | -32.2% | -28.9% |
| 30D | -43.9% | +23.9% | -67.7% | -54.2% |
| 3M | +2.9% | +30.2% | -27.3% | -21.2% |
| 6M | -75.5% | +26.3% | -101.8% | -81.3% |
| YTD | -76.7% | +48.1% | -124.8% | -85.9% |
| 1Y | -88.9% | +37.7% | -126.6% | -92.8% |
| All | -92.4% | +79.5% | -171.9% | -96.7% |
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