+8.4%
MOH vs RCAT
-14.2%
+22.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +1.7% | -4.9% | +6.6% | +1.8% |
| 30D | -0.9% | -22.9% | +22.0% | -0.4% |
| 3M | +5.7% | -33.7% | +39.4% | +6.5% |
| 6M | +39.1% | -50.7% | +89.9% | +41.0% |
| YTD | +17.7% | +0.4% | +17.3% | +11.7% |
| 1Y | +8.4% | -27.6% | +36.0% | +4.8% |
| All | +8.4% | -14.2% | +22.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling