+153.1%
MO vs RCAT
+68.2%
+84.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | -0.8% | +7.2% | -8.0% | -0.7% |
| 30D | +8.0% | -20.4% | +28.4% | +7.8% |
| 3M | +20.9% | -59.8% | +80.7% | +20.1% |
| 6M | +16.3% | -61.9% | +78.2% | +15.7% |
| YTD | +40.7% | -45.9% | +86.6% | +39.8% |
| 1Y | +41.5% | -50.5% | +92.0% | +40.6% |
| 3Y | +141.5% | +387.5% | -246.0% | +131.6% |
| 5Y | +153.1% | +70.9% | +82.2% | +141.6% |
| All | +153.1% | +68.2% | +84.9% | +141.6% |
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 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