+662.2%
MSI vs RCAT
-99.8%
+762.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.9% |
| 7D | +2.6% | +15.6% | -13.0% | +2.5% |
| 30D | +18.1% | -24.1% | +42.2% | +18.2% |
| 3M | +13.2% | -61.9% | +75.1% | +13.6% |
| 6M | +36.3% | -64.3% | +100.6% | +36.7% |
| YTD | +39.5% | -50.4% | +89.9% | +39.7% |
| 1Y | +36.9% | -54.0% | +90.9% | +37.0% |
| 3Y | +76.1% | +347.2% | -271.1% | +73.7% |
| 5Y | +123.7% | +45.7% | +78.0% | +121.1% |
| All | +662.2% | -99.8% | +762.1% | +651.1% |
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