+5.9%
CAT vs MA
+18.7%
-12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +3.0% |
| 7D | +1.7% | -1.8% | +3.5% | +1.0% |
| 30D | -24.6% | +11.0% | -35.6% | -21.3% |
| 3M | -28.5% | +17.9% | -46.4% | -24.0% |
| 6M | -34.8% | +33.2% | -68.0% | -28.1% |
| YTD | +5.9% | +16.5% | -10.6% | +18.1% |
| All | +5.9% | +18.7% | -12.9% | +17.4% |
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