-99.3%
MSTZ vs RCAT
+36.5%
-135.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.9% | +8.8% |
| 7D | -1.2% | -12.7% | +11.5% | -5.7% |
| 30D | +22.2% | -34.3% | +56.5% | +5.6% |
| 3M | -70.4% | -53.4% | -17.0% | -77.6% |
| 6M | -31.0% | -62.0% | +31.0% | -46.2% |
| YTD | -81.0% | -49.1% | -32.0% | -80.1% |
| 1Y | -61.2% | -53.1% | -8.0% | -57.9% |
| All | -99.3% | +36.5% | -135.8% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling