+514.9%
MKSI vs RCAT
-98.5%
+613.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | +2.7% | -4.9% | +7.6% | +2.8% |
| 30D | -12.8% | -22.9% | +10.1% | -12.4% |
| 3M | -22.5% | -33.7% | +11.2% | -22.0% |
| 6M | +19.4% | -50.7% | +70.1% | +20.5% |
| YTD | +67.7% | +0.4% | +67.3% | +67.1% |
| 1Y | +131.4% | -27.6% | +159.0% | +131.3% |
| 3Y | +197.3% | +753.2% | -555.8% | +184.8% |
| 5Y | +87.0% | +183.3% | -96.3% | +80.0% |
| All | +514.9% | -98.5% | +613.5% | +424.6% |
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