+1,390.7%
MSI vs RCAT
-100.0%
+1,490.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.4% | -8.8% | +2.6% |
| 7D | +8.3% | +1.1% | +7.2% | +8.3% |
| 30D | +18.9% | -22.0% | +40.9% | +18.9% |
| 3M | +13.2% | -51.1% | +64.4% | +13.3% |
| 6M | +38.3% | -56.6% | +94.9% | +38.4% |
| YTD | +38.9% | -43.3% | +82.1% | +38.9% |
| 1Y | +36.7% | -51.5% | +88.2% | +36.7% |
| 3Y | +76.6% | +411.4% | -334.8% | +75.4% |
| 5Y | +124.5% | +74.4% | +50.1% | +123.2% |
| 10Y | +674.5% | -99.6% | +774.1% | +652.8% |
| All | +1,390.7% | -100.0% | +1,490.7% | +977.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling