+595.0%
MSI vs RCAT
-98.4%
+693.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | -5.8% | +5.4% | -11.1% | -5.8% |
| 30D | -1.0% | -5.6% | +4.6% | -1.0% |
| 3M | +14.2% | -30.2% | +44.4% | +14.3% |
| 6M | +1.0% | -43.4% | +44.4% | +1.2% |
| YTD | +21.5% | +9.6% | +11.8% | +21.2% |
| 1Y | -2.1% | -2.0% | -0.2% | -2.4% |
| 3Y | +69.3% | +825.0% | -755.7% | +66.5% |
| 5Y | +99.3% | +199.8% | -100.5% | +96.3% |
| 10Y | +595.0% | -98.4% | +693.4% | +576.0% |
| All | +595.0% | -98.4% | +693.4% | +576.0% |
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