+2,325.9%
MSFT vs RCAT
-100.0%
+2,425.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -2.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +2.7% | -3.3% | +6.1% | +2.7% |
| 3M | +17.0% | -43.2% | +60.2% | +17.1% |
| 6M | +23.8% | -43.2% | +67.0% | +23.9% |
| YTD | +4.0% | +5.5% | -1.6% | +3.9% |
| 1Y | -0.8% | -1.6% | +0.8% | -0.9% |
| 3Y | +55.6% | +773.7% | -718.1% | +54.4% |
| 5Y | +72.9% | +187.6% | -114.7% | +71.7% |
| 10Y | +875.8% | -98.5% | +974.3% | +850.9% |
| All | +2,325.9% | -100.0% | +2,425.9% | +2,066.8% |
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