+3.8%
MSCI vs RCAT
+46.9%
-43.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -3.2% |
| 7D | +2.8% | -12.7% | +15.6% | +3.3% |
| 30D | +15.4% | -34.3% | +49.7% | +17.5% |
| 3M | +13.4% | -53.4% | +66.8% | +17.2% |
| 6M | +10.9% | -62.0% | +72.9% | +14.9% |
| YTD | +13.0% | -49.1% | +62.0% | +13.7% |
| 1Y | +12.0% | -53.1% | +65.2% | +12.8% |
| 3Y | +34.1% | +318.7% | -284.6% | +8.0% |
| All | +3.8% | +46.9% | -43.1% | -9.2% |
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