+590.4%
MAS vs RCAT
-100.0%
+690.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.3% | +16.0% | +5.7% |
| 7D | +14.2% | -18.5% | +32.7% | +14.2% |
| 30D | +26.8% | -37.0% | +63.8% | +26.9% |
| 3M | +13.1% | -54.9% | +68.0% | +13.3% |
| 6M | +27.9% | -63.6% | +91.6% | +28.1% |
| YTD | +38.7% | -49.6% | +88.2% | +38.7% |
| 1Y | +40.4% | -57.8% | +98.2% | +40.5% |
| 3Y | +66.1% | +332.4% | -266.3% | +65.3% |
| 5Y | +47.4% | +48.1% | -0.7% | +46.8% |
| 10Y | +238.3% | -99.6% | +338.0% | +230.6% |
| All | +590.4% | -100.0% | +690.4% | +484.4% |
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 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