+607.1%
MS vs RCAT
-99.8%
+706.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.2% | -0.7% |
| 7D | -1.6% | -12.7% | +11.2% | -1.5% |
| 30D | -3.8% | -34.3% | +30.5% | -3.5% |
| 3M | -14.6% | -53.4% | +38.8% | -14.1% |
| 6M | -5.1% | -62.0% | +56.9% | -4.4% |
| YTD | +4.5% | -49.1% | +53.6% | +4.8% |
| 1Y | +13.5% | -53.1% | +66.7% | +13.9% |
| 3Y | +160.4% | +318.7% | -158.3% | +156.1% |
| 5Y | +112.9% | +48.5% | +64.3% | +109.8% |
| All | +607.1% | -99.8% | +706.9% | +596.8% |
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