+9.3%
CAT vs MA
+18.9%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.3% |
| 7D | +7.4% | +1.3% | +6.1% | +8.0% |
| 30D | -19.7% | +9.6% | -29.3% | -16.5% |
| 3M | -29.6% | +16.8% | -46.4% | -25.3% |
| 6M | -33.2% | +35.2% | -68.4% | -26.0% |
| YTD | +5.7% | +16.6% | -10.9% | +17.8% |
| 1Y | +9.3% | +19.8% | -10.4% | +21.2% |
| All | +9.3% | +18.9% | -9.5% | +21.2% |
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