-32.8%
MOS vs RCAT
+46.9%
-79.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.5% | -0.8% |
| 7D | +21.6% | -12.7% | +34.3% | +22.1% |
| 30D | +12.0% | -34.3% | +46.3% | +14.0% |
| 3M | -3.9% | -53.4% | +49.5% | -0.5% |
| 6M | -3.3% | -62.0% | +58.6% | +0.4% |
| YTD | -4.6% | -49.1% | +44.4% | -2.5% |
| 1Y | -7.0% | -53.1% | +46.2% | -4.8% |
| 3Y | -24.4% | +318.7% | -343.1% | -30.9% |
| All | -32.8% | +46.9% | -79.7% | -35.5% |
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