+19.4%
MA vs RCAT
-53.5%
+72.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.6% |
| 7D | -0.3% | +1.1% | -1.5% | -0.3% |
| 30D | +11.3% | -22.0% | +33.3% | +11.0% |
| 3M | +16.7% | -51.1% | +67.8% | +15.8% |
| 6M | +32.8% | -56.6% | +89.4% | +31.7% |
| YTD | +15.6% | -43.3% | +58.9% | +13.5% |
| All | +19.4% | -53.5% | +72.8% | +17.2% |
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 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