+191.2%
MKSI vs RCAT
+733.0%
-541.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +4.9% | -5.4% | +10.3% | +5.5% |
| 30D | -11.0% | -24.2% | +13.2% | -8.1% |
| 3M | -17.1% | -25.8% | +8.8% | -14.6% |
| 6M | +16.4% | -44.9% | +61.3% | +21.9% |
| YTD | +64.3% | +1.9% | +62.4% | +59.1% |
| 1Y | +137.7% | -5.2% | +142.9% | +129.0% |
| All | +191.2% | +733.0% | -541.7% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling