+141.7%
CAT vs MA
+72.5%
+69.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -6.0% |
| 7D | -14.5% | +3.2% | -17.7% | -14.9% |
| 30D | -35.7% | +15.9% | -51.7% | -37.5% |
| 3M | -36.3% | +15.2% | -51.4% | -38.0% |
| 6M | -38.5% | +32.4% | -70.9% | -42.5% |
| YTD | -2.5% | +15.6% | -18.2% | -4.0% |
| 1Y | -1.9% | +19.3% | -21.2% | -5.0% |
| All | +141.7% | +72.5% | +69.2% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling