+1,352.7%
MSI vs RCAT
-100.0%
+1,452.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.6% | -19.1% | -0.5% |
| 7D | +4.7% | -12.7% | +17.4% | +4.7% |
| 30D | +14.8% | -34.3% | +49.1% | +14.8% |
| 3M | +8.8% | -53.4% | +62.2% | +8.9% |
| 6M | +19.3% | -62.0% | +81.3% | +19.5% |
| YTD | +35.3% | -49.1% | +84.4% | +35.4% |
| 1Y | +33.8% | -53.1% | +86.9% | +33.8% |
| 3Y | +74.4% | +318.7% | -244.2% | +73.4% |
| 5Y | +120.5% | +48.5% | +72.0% | +119.4% |
| 10Y | +685.2% | -99.6% | +784.8% | +663.1% |
| All | +1,352.7% | -100.0% | +1,452.7% | +950.2% |
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 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