+674.0%
CAT vs MA
+554.9%
+119.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -6.3% | +1.8% | -8.1% | -7.2% |
| 30D | -26.8% | +11.8% | -38.6% | -31.0% |
| 3M | -30.0% | +17.2% | -47.2% | -35.7% |
| 6M | -34.6% | +33.4% | -68.0% | -44.2% |
| YTD | +2.9% | +16.1% | -13.2% | -6.6% |
| 1Y | +3.3% | +19.9% | -16.6% | -8.0% |
| 3Y | +153.7% | +70.1% | +83.6% | +85.3% |
| 5Y | +207.3% | +89.6% | +117.7% | +106.8% |
| 10Y | +674.0% | +568.4% | +105.6% | +166.9% |
| All | +674.0% | +554.9% | +119.1% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling