+92.1%
MA vs RCAT
+68.2%
+23.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -1.8% | +7.2% | -9.0% | -2.0% |
| 30D | +11.0% | -20.4% | +31.4% | +11.5% |
| 3M | +17.9% | -59.8% | +77.6% | +20.4% |
| 6M | +33.2% | -61.9% | +95.0% | +35.5% |
| YTD | +16.5% | -45.9% | +62.4% | +16.1% |
| 1Y | +19.1% | -50.5% | +69.6% | +18.8% |
| 3Y | +70.6% | +387.5% | -316.9% | +46.8% |
| 5Y | +92.1% | +70.9% | +21.2% | +84.5% |
| All | +92.1% | +68.2% | +23.9% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling