+1,372.3%
MOH vs RCAT
-100.0%
+1,472.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -3.3% | +5.4% | -8.7% | -3.3% |
| 30D | -0.1% | -5.6% | +5.5% | -0.1% |
| 3M | -1.1% | -30.2% | +29.2% | -1.0% |
| 6M | +35.9% | -43.4% | +79.3% | +35.9% |
| YTD | +13.1% | +9.6% | +3.5% | +13.0% |
| 1Y | +11.8% | -2.0% | +13.8% | +11.7% |
| 3Y | -38.7% | +825.0% | -863.7% | -39.1% |
| 5Y | -25.1% | +199.8% | -224.9% | -25.5% |
| 10Y | +243.8% | -98.4% | +342.2% | +239.8% |
| All | +1,372.3% | -100.0% | +1,472.2% | +1,551.3% |
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