+261.9%
MOH vs RCAT
-98.5%
+360.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +1.7% | -4.9% | +6.6% | +1.7% |
| 30D | -0.9% | -22.9% | +22.0% | -0.8% |
| 3M | +5.7% | -33.7% | +39.4% | +5.9% |
| 6M | +39.1% | -50.7% | +89.9% | +39.5% |
| YTD | +17.7% | +0.4% | +17.3% | +17.4% |
| 1Y | +8.4% | -27.6% | +36.0% | +8.2% |
| 3Y | -36.6% | +753.2% | -789.7% | -38.0% |
| 5Y | -19.1% | +183.3% | -202.4% | -20.8% |
| All | +261.9% | -98.5% | +360.4% | +270.7% |
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