+124.2%
MSI vs RCAT
+41.8%
+82.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +3.2% | -5.9% | +9.2% | +3.3% |
| 30D | +17.6% | -19.7% | +37.3% | +17.9% |
| 3M | +14.5% | -62.9% | +77.4% | +16.2% |
| 6M | +34.3% | -59.6% | +93.8% | +35.7% |
| YTD | +39.7% | -52.1% | +91.8% | +40.3% |
| 1Y | +40.2% | -50.9% | +91.1% | +40.6% |
| 3Y | +77.1% | +333.8% | -256.6% | +64.9% |
| All | +124.2% | +41.8% | +82.4% | +116.2% |
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