+43.5%
MAS vs RCAT
+25.6%
+17.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.9% | +11.4% | -2.9% |
| 7D | +4.6% | -32.6% | +37.1% | +6.0% |
| 30D | +19.9% | -46.3% | +66.2% | +22.6% |
| 3M | +8.9% | -60.7% | +69.6% | +12.5% |
| 6M | +20.2% | -67.4% | +87.5% | +24.3% |
| YTD | +33.9% | -57.1% | +90.9% | +35.7% |
| 1Y | +34.7% | -63.8% | +98.4% | +37.0% |
| 3Y | +60.4% | +268.1% | -207.7% | +40.8% |
| 5Y | +43.5% | +25.2% | +18.3% | +34.2% |
| All | +43.5% | +25.6% | +17.8% | +34.2% |
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