+47.4%
MAS vs RCAT
+43.4%
+4.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.3% | +16.0% | +6.0% |
| 7D | +14.2% | -18.5% | +32.7% | +15.0% |
| 30D | +26.8% | -37.0% | +63.8% | +28.9% |
| 3M | +13.1% | -54.9% | +68.0% | +16.3% |
| 6M | +27.9% | -63.6% | +91.6% | +31.8% |
| YTD | +38.7% | -49.6% | +88.2% | +39.7% |
| 1Y | +40.4% | -57.8% | +98.2% | +42.0% |
| 3Y | +66.1% | +332.4% | -266.3% | +45.0% |
| 5Y | +47.4% | +48.1% | -0.7% | +36.5% |
| All | +47.4% | +43.4% | +4.1% | +36.5% |
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