+8.9%
CAT vs MA
+24.3%
-15.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.2% | -3.6% |
| 7D | -17.1% | +10.2% | -27.3% | -13.6% |
| 30D | -30.1% | +19.3% | -49.4% | -25.4% |
| 3M | -32.4% | +18.0% | -50.3% | -28.0% |
| 6M | -32.1% | +33.7% | -65.8% | -24.6% |
| YTD | +4.1% | +18.6% | -14.5% | +17.0% |
| 1Y | +8.9% | +22.5% | -13.6% | +20.9% |
| All | +8.9% | +24.3% | -15.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling