+188.8%
MOS vs RCAT
-100.0%
+288.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.4% |
| 7D | +9.5% | -1.4% | +10.9% | +9.5% |
| 30D | +10.4% | -3.3% | +13.8% | +10.4% |
| 3M | +12.9% | -43.2% | +56.1% | +13.0% |
| 6M | +1.2% | -43.2% | +44.4% | +1.3% |
| YTD | +9.3% | +5.5% | +3.8% | +9.2% |
| 1Y | -18.0% | -1.6% | -16.3% | -18.1% |
| 3Y | -29.0% | +773.7% | -802.7% | -29.7% |
| 5Y | -9.6% | +187.6% | -197.2% | -10.3% |
| 10Y | +6.1% | -98.5% | +104.5% | +3.2% |
| All | +188.8% | -100.0% | +288.8% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling