+541.8%
MS vs RCAT
-99.8%
+641.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -1.7% | +7.2% | -9.0% | -1.8% |
| 30D | +0.9% | -20.4% | +21.3% | +1.1% |
| 3M | -10.8% | -59.8% | +48.9% | -10.2% |
| 6M | +0.9% | -61.9% | +62.8% | +1.6% |
| YTD | +9.8% | -45.9% | +55.7% | +10.1% |
| 1Y | +17.1% | -50.5% | +67.6% | +17.4% |
| 3Y | +175.7% | +387.5% | -211.8% | +170.9% |
| 5Y | +125.9% | +70.9% | +54.9% | +122.4% |
| All | +541.8% | -99.8% | +641.6% | +532.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling