-30.2%
MSTZ vs RCAT
-2.3%
-27.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +1.6% |
| 7D | -29.7% | -1.4% | -28.3% | -29.5% |
| 30D | -65.3% | -3.3% | -61.9% | -65.3% |
| 3M | -57.3% | -43.2% | -14.1% | -63.1% |
| 6M | -61.6% | -43.2% | -18.5% | -64.5% |
| YTD | -78.3% | +5.5% | -83.8% | -67.5% |
| 1Y | -30.2% | -1.6% | -28.6% | -2.4% |
| All | -30.2% | -2.3% | -27.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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