-99.3%
MSTZ vs RCAT
+52.0%
-151.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.4% | -6.5% | +9.8% |
| 7D | +4.3% | +1.1% | +3.2% | +6.0% |
| 30D | +30.2% | -22.0% | +52.2% | +20.9% |
| 3M | -66.9% | -51.1% | -15.8% | -74.6% |
| 6M | -26.3% | -56.6% | +30.3% | -39.4% |
| YTD | -80.1% | -43.3% | -36.9% | -78.1% |
| 1Y | -57.5% | -51.5% | -6.0% | -53.2% |
| All | -99.3% | +52.0% | -151.3% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling