+73.1%
MA vs RCAT
+183.7%
-110.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +1.5% | -3.3% | +4.9% | +1.5% |
| 3M | +20.4% | -43.2% | +63.6% | +21.9% |
| 6M | +11.1% | -43.2% | +54.3% | +12.0% |
| YTD | +2.0% | +5.5% | -3.6% | +0.2% |
| 1Y | -2.2% | -1.6% | -0.5% | -4.3% |
| 3Y | +41.9% | +773.7% | -731.8% | +22.2% |
| All | +73.1% | +183.7% | -110.7% | +53.0% |
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