+62.4%
MSFT vs RCAT
+41.8%
+20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -1.3% | -5.9% | +4.7% | -1.0% |
| 30D | -1.8% | -19.7% | +17.8% | -1.1% |
| 3M | +5.6% | -62.9% | +68.5% | +9.9% |
| 6M | +29.8% | -59.6% | +89.4% | +33.9% |
| YTD | +9.0% | -52.1% | +61.1% | +11.0% |
| 1Y | +4.9% | -50.9% | +55.9% | +6.6% |
| 3Y | +46.2% | +333.8% | -287.6% | +33.6% |
| All | +62.4% | +41.8% | +20.6% | +52.2% |
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