+27.5%
MSI vs RCAT
-59.1%
+86.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.3% | +11.5% | +1.3% |
| 7D | +2.8% | -18.5% | +21.3% | +3.1% |
| 30D | +9.1% | -37.0% | +46.1% | +9.8% |
| 3M | +12.5% | -54.9% | +67.4% | +13.7% |
| 6M | +14.2% | -63.6% | +77.8% | +15.6% |
| YTD | +30.7% | -49.6% | +80.3% | +32.6% |
| 1Y | +27.5% | -57.8% | +85.3% | +30.5% |
| All | +27.5% | -59.1% | +86.7% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling