+1,217.9%
MKSI vs RCAT
-100.0%
+1,317.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.0% |
| 7D | +6.6% | -2.3% | +8.9% | +6.6% |
| 30D | -8.2% | -18.7% | +10.5% | -8.1% |
| 3M | -16.4% | -29.3% | +12.9% | -16.3% |
| 6M | +23.0% | -42.3% | +65.3% | +23.2% |
| YTD | +68.2% | +2.5% | +65.7% | +68.0% |
| 1Y | +148.6% | -5.7% | +154.3% | +148.2% |
| 3Y | +196.0% | +764.9% | -568.9% | +191.8% |
| 5Y | +87.4% | +182.3% | -94.9% | +85.0% |
| 10Y | +523.8% | -98.5% | +622.3% | +489.1% |
| All | +1,217.9% | -100.0% | +1,317.9% | +952.4% |
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