+507.3%
MRSH vs RCAT
-100.0%
+607.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -2.8% |
| 7D | -3.8% | +5.4% | -9.2% | -3.8% |
| 30D | -5.8% | -5.6% | -0.2% | -5.8% |
| 3M | +11.7% | -30.2% | +41.9% | +11.7% |
| 6M | -0.3% | -43.4% | +43.1% | -0.3% |
| YTD | -1.1% | +9.6% | -10.8% | -1.2% |
| 1Y | -9.5% | -2.0% | -7.5% | -9.5% |
| 3Y | -2.6% | +825.0% | -827.6% | -3.0% |
| 5Y | +22.7% | +199.8% | -177.1% | +22.3% |
| 10Y | +214.6% | -98.4% | +313.0% | +212.1% |
| All | +507.3% | -100.0% | +607.3% | +499.5% |
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