+785.4%
MSCI vs RCAT
-99.8%
+885.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -2.5% |
| 7D | +2.8% | -12.7% | +15.6% | +2.9% |
| 30D | +15.4% | -34.3% | +49.7% | +15.8% |
| 3M | +13.4% | -53.4% | +66.8% | +14.2% |
| 6M | +10.9% | -62.0% | +72.9% | +11.7% |
| YTD | +13.0% | -49.1% | +62.0% | +13.2% |
| 1Y | +12.0% | -53.1% | +65.2% | +12.3% |
| 3Y | +34.1% | +318.7% | -284.6% | +30.4% |
| 5Y | +3.9% | +48.5% | -44.6% | +1.4% |
| All | +785.4% | -99.8% | +885.2% | +726.1% |
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