-32.2%
MOS vs RCAT
+25.6%
-57.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.9% | +18.2% | +4.0% |
| 7D | +22.5% | -32.6% | +55.1% | +24.7% |
| 30D | +6.6% | -46.3% | +52.9% | +9.8% |
| 3M | -3.8% | -60.7% | +56.9% | +0.4% |
| 6M | -2.2% | -67.4% | +65.2% | +2.3% |
| YTD | -4.8% | -57.1% | +52.3% | -1.7% |
| 1Y | -11.7% | -63.8% | +52.1% | -8.5% |
| 3Y | -26.5% | +268.1% | -294.6% | -32.3% |
| 5Y | -32.2% | +25.2% | -57.4% | -34.9% |
| All | -32.2% | +25.6% | -57.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling