+2,417.1%
MSCI vs RCAT
-99.8%
+2,517.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | -7.1% | -43.2% | +36.1% | -7.0% |
| 6M | +0.8% | -43.2% | +44.0% | +0.9% |
| YTD | +1.0% | +5.5% | -4.6% | +1.0% |
| 1Y | +4.3% | -1.6% | +6.0% | +4.3% |
| 3Y | +9.9% | +773.7% | -763.7% | +9.7% |
| 5Y | -6.8% | +187.6% | -194.4% | -7.0% |
| 10Y | +614.7% | -98.5% | +713.1% | +643.1% |
| All | +2,417.1% | -99.8% | +2,517.0% | +3,852.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling