+64.1%
MSFT vs RCAT
+46.9%
+17.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.6% | -1.8% |
| 7D | +1.7% | -12.7% | +14.4% | +2.1% |
| 30D | +0.2% | -34.3% | +34.5% | +1.8% |
| 3M | +6.4% | -53.4% | +59.8% | +9.6% |
| 6M | +28.7% | -62.0% | +90.7% | +33.0% |
| YTD | +10.4% | -49.1% | +59.5% | +12.2% |
| 1Y | +7.6% | -53.1% | +60.8% | +9.4% |
| 3Y | +52.3% | +318.7% | -266.3% | +39.4% |
| All | +64.1% | +46.9% | +17.2% | +55.2% |
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