-99.3%
MSTZ vs RCAT
+15.0%
-114.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -14.9% | +32.6% | +11.3% |
| 7D | +13.4% | -32.6% | +45.9% | -2.8% |
| 30D | +37.5% | -46.3% | +83.8% | +8.9% |
| 3M | -69.9% | -60.7% | -9.3% | -78.9% |
| 6M | -32.0% | -67.4% | +35.4% | -50.5% |
| YTD | -81.2% | -57.1% | -24.1% | -81.7% |
| 1Y | -56.1% | -63.8% | +7.7% | -57.0% |
| All | -99.3% | +15.0% | -114.4% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling