+140.2%
MAS vs RCAT
-98.5%
+238.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | -0.8% | -1.4% | +0.7% | -0.7% |
| 30D | -5.6% | -3.3% | -2.2% | -5.6% |
| 3M | +4.4% | -43.2% | +47.7% | +4.7% |
| 6M | +7.2% | -43.2% | +50.4% | +7.4% |
| YTD | +16.1% | +5.5% | +10.6% | +15.8% |
| 1Y | +0.1% | -1.6% | +1.7% | -0.2% |
| 3Y | +28.3% | +773.7% | -745.4% | +26.2% |
| 5Y | +30.5% | +187.6% | -157.2% | +28.5% |
| All | +140.2% | -98.5% | +238.6% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling