+114.0%
MS vs RCAT
+25.6%
+88.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.9% | +8.9% | -5.0% |
| 7D | -3.4% | -32.6% | +29.2% | -1.0% |
| 30D | -3.9% | -46.3% | +42.4% | -0.2% |
| 3M | -15.9% | -60.7% | +44.8% | -11.1% |
| 6M | -2.5% | -67.4% | +64.9% | +3.4% |
| YTD | +5.1% | -57.1% | +62.2% | +8.3% |
| 1Y | +13.0% | -63.8% | +76.7% | +17.0% |
| 3Y | +160.7% | +268.1% | -107.4% | +132.2% |
| 5Y | +114.0% | +25.2% | +88.8% | +96.2% |
| All | +114.0% | +25.6% | +88.4% | +96.2% |
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