+478.1%
MAS vs RCAT
-100.0%
+578.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +7.2% | -43.2% | +50.4% | +7.3% |
| YTD | +16.1% | +5.5% | +10.6% | +16.0% |
| 1Y | +0.1% | -1.6% | +1.7% | 0.0% |
| 3Y | +28.3% | +773.7% | -745.4% | +27.5% |
| 5Y | +30.5% | +187.6% | -157.2% | +29.7% |
| 10Y | +139.1% | -98.5% | +237.6% | +133.2% |
| All | +478.1% | -100.0% | +578.1% | +388.7% |
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