+19.9%
MA vs RCAT
-56.5%
+76.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.4% |
| 7D | +1.8% | -5.6% | +7.4% | +1.8% |
| 30D | +11.8% | -27.0% | +38.9% | +11.4% |
| 3M | +17.2% | -57.9% | +75.1% | +16.1% |
| 6M | +33.4% | -59.4% | +92.8% | +32.2% |
| YTD | +16.1% | -46.9% | +63.1% | +13.9% |
| 1Y | +19.9% | -54.0% | +74.0% | +17.6% |
| All | +19.9% | -56.5% | +76.4% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling