-15.6%
MOS vs RCAT
-59.1%
+43.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -10.3% | +27.7% | +18.4% |
| 7D | +17.9% | -18.5% | +36.5% | +20.3% |
| 30D | +1.6% | -37.0% | +38.5% | +6.6% |
| 3M | -4.0% | -54.9% | +50.9% | +4.2% |
| 6M | -4.1% | -63.6% | +59.5% | +4.9% |
| YTD | -7.8% | -49.6% | +41.8% | -2.7% |
| 1Y | -15.6% | -57.8% | +42.2% | -10.2% |
| All | -15.6% | -59.1% | +43.6% | -10.2% |
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