-7.9%
MOS vs RCAT
-56.5%
+48.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.5% |
| 7D | +24.8% | -5.6% | +30.4% | +24.9% |
| 30D | +22.7% | -27.0% | +49.7% | +26.1% |
| 3M | -1.2% | -57.9% | +56.7% | +7.6% |
| 6M | +5.5% | -59.4% | +64.9% | +13.2% |
| YTD | -2.0% | -46.9% | +45.0% | +3.9% |
| 1Y | -7.9% | -54.0% | +46.1% | -2.3% |
| All | -7.9% | -56.5% | +48.5% | -2.3% |
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 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