+118.9%
MSI vs RCAT
+46.9%
+72.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.1% | -0.8% |
| 7D | +4.7% | -12.7% | +17.4% | +4.8% |
| 30D | +14.8% | -34.3% | +49.1% | +15.4% |
| 3M | +8.8% | -53.4% | +62.2% | +10.0% |
| 6M | +19.3% | -62.0% | +81.3% | +20.7% |
| YTD | +35.3% | -49.1% | +84.4% | +35.8% |
| 1Y | +33.8% | -53.1% | +86.9% | +34.3% |
| 3Y | +74.4% | +318.7% | -244.2% | +62.7% |
| All | +118.9% | +46.9% | +72.0% | +115.6% |
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