+553.1%
MA vs RCAT
-99.8%
+652.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.1% | -0.6% |
| 7D | +2.3% | -12.7% | +15.0% | +2.4% |
| 30D | +14.7% | -34.3% | +49.0% | +15.0% |
| 3M | +13.5% | -53.4% | +66.9% | +14.0% |
| 6M | +33.1% | -62.0% | +95.1% | +33.8% |
| YTD | +15.1% | -49.1% | +64.1% | +15.2% |
| 1Y | +18.7% | -53.1% | +71.9% | +18.9% |
| 3Y | +72.1% | +318.7% | -246.6% | +68.0% |
| 5Y | +92.8% | +48.5% | +44.3% | +88.8% |
| All | +553.1% | -99.8% | +652.9% | +508.7% |
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