-1.1%
CAT vs MA
+19.4%
-20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.7% |
| 7D | -10.3% | +2.3% | -12.6% | -9.3% |
| 30D | -31.2% | +14.7% | -45.9% | -27.6% |
| 3M | -34.7% | +13.5% | -48.2% | -31.4% |
| 6M | -39.5% | +33.1% | -72.6% | -33.5% |
| YTD | -1.7% | +15.1% | -16.7% | +9.1% |
| 1Y | -1.1% | +18.7% | -19.9% | +8.5% |
| All | -1.1% | +19.4% | -20.5% | +8.5% |
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