+0.1%
MAS vs RCAT
-2.3%
+2.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.9% |
| 7D | -0.8% | -1.4% | +0.7% | -0.7% |
| 30D | -5.6% | -3.3% | -2.2% | -5.5% |
| 3M | +4.4% | -43.2% | +47.7% | +5.7% |
| 6M | +7.2% | -43.2% | +50.4% | +7.4% |
| YTD | +16.1% | +5.5% | +10.6% | +14.2% |
| 1Y | +0.1% | -1.6% | +1.7% | -3.3% |
| All | +0.1% | -2.3% | +2.4% | -3.3% |
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