+868.6%
MSFT vs RCAT
-98.4%
+967.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.2% |
| 7D | -1.4% | +5.4% | -6.8% | -1.5% |
| 30D | -1.0% | -5.6% | +4.6% | -1.0% |
| 3M | +20.2% | -30.2% | +50.4% | +20.5% |
| 6M | +21.3% | -43.4% | +64.7% | +21.6% |
| YTD | +2.8% | +9.6% | -6.9% | +2.5% |
| 1Y | 0.0% | -2.0% | +1.9% | -0.4% |
| 3Y | +51.2% | +825.0% | -773.8% | +47.6% |
| 5Y | +71.4% | +199.8% | -128.4% | +67.7% |
| 10Y | +868.6% | -98.4% | +967.0% | +852.0% |
| All | +868.6% | -98.4% | +967.0% | +852.0% |
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