-99.1%
MSTZ vs RCAT
+28.4%
-127.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.4% | +3.5% |
| 7D | +30.8% | -5.9% | +36.7% | +28.4% |
| 30D | +41.2% | -19.7% | +60.9% | +33.0% |
| 3M | -60.9% | -62.9% | +2.0% | -73.1% |
| 6M | -15.7% | -59.6% | +43.9% | -32.9% |
| YTD | -75.2% | -52.1% | -23.1% | -74.4% |
| 1Y | -59.8% | -50.9% | -8.9% | -55.8% |
| All | -99.1% | +28.4% | -127.5% | -98.0% |
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