+1,218.1%
MSI vs RCAT
-100.0%
+1,318.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | +6.8% | -3.3% | +10.2% | +6.8% |
| 3M | +14.3% | -43.2% | +57.5% | +14.4% |
| 6M | -1.6% | -43.2% | +41.6% | -1.5% |
| YTD | +22.8% | +5.5% | +17.2% | +22.7% |
| 1Y | -1.1% | -1.6% | +0.5% | -1.2% |
| 3Y | +70.5% | +773.7% | -703.2% | +69.2% |
| 5Y | +102.8% | +187.6% | -84.8% | +101.5% |
| 10Y | +597.4% | -98.5% | +695.9% | +576.3% |
| All | +1,218.1% | -100.0% | +1,318.1% | +851.7% |
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