+13,824.2%
MA vs RCAT
-99.9%
+13,924.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 6M | +11.1% | -43.2% | +54.3% | +11.2% |
| YTD | +2.0% | +5.5% | -3.6% | +1.9% |
| 1Y | -2.2% | -1.6% | -0.5% | -2.3% |
| 3Y | +41.9% | +773.7% | -731.8% | +40.9% |
| 5Y | +75.4% | +187.6% | -112.3% | +74.3% |
| 10Y | +527.5% | -98.5% | +626.0% | +523.1% |
| All | +13,824.2% | -99.9% | +13,924.1% | +14,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling