+84.3%
MKSI vs RCAT
+182.3%
-98.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | +2.7% | -4.9% | +7.6% | +3.2% |
| 30D | -12.8% | -22.9% | +10.1% | -10.4% |
| 3M | -22.5% | -33.7% | +11.2% | -19.5% |
| 6M | +19.4% | -50.7% | +70.1% | +26.0% |
| YTD | +67.7% | +0.4% | +67.3% | +63.2% |
| 1Y | +131.4% | -27.6% | +159.0% | +129.4% |
| 3Y | +197.3% | +753.2% | -555.8% | +132.9% |
| All | +84.3% | +182.3% | -98.0% | +47.9% |
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 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