-31.2%
MOS vs RCAT
+71.1%
-102.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.6% | +1.3% |
| 7D | +19.7% | +1.1% | +18.5% | +19.3% |
| 30D | +21.5% | -22.0% | +43.5% | +22.7% |
| 3M | -0.4% | -51.1% | +50.7% | +2.8% |
| 6M | +4.5% | -56.6% | +61.1% | +7.8% |
| YTD | -2.9% | -43.3% | +40.4% | -1.2% |
| 1Y | -7.7% | -51.5% | +43.8% | -5.8% |
| 3Y | -25.6% | +411.4% | -437.0% | -32.6% |
| 5Y | -31.2% | +74.4% | -105.6% | -34.4% |
| All | -31.2% | +71.1% | -102.3% | -34.4% |
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