+593.1%
MA vs RCAT
-99.8%
+692.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +1.3% | -5.9% | +7.2% | +1.3% |
| 30D | +9.6% | -19.7% | +29.3% | +9.7% |
| 3M | +16.8% | -62.9% | +79.6% | +17.6% |
| 6M | +35.2% | -59.6% | +94.8% | +35.8% |
| YTD | +16.6% | -52.1% | +68.6% | +16.7% |
| 1Y | +19.8% | -50.9% | +70.7% | +19.9% |
| 3Y | +70.7% | +333.8% | -263.1% | +66.5% |
| 5Y | +87.4% | +40.7% | +46.7% | +83.5% |
| All | +593.1% | -99.8% | +692.9% | +543.2% |
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