+6.5%
CAT vs MA
+17.3%
-10.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.2% |
| 7D | +9.3% | -0.5% | +9.8% | +9.1% |
| 30D | -21.5% | +7.9% | -29.4% | -18.9% |
| 3M | -29.1% | +16.8% | -45.9% | -24.9% |
| 6M | -33.4% | +31.0% | -64.3% | -26.9% |
| YTD | +6.6% | +15.0% | -8.5% | +18.3% |
| 1Y | +6.5% | +17.0% | -10.5% | +17.5% |
| All | +6.5% | +17.3% | -10.8% | +17.5% |
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