+210.1%
CAT vs MA
+93.0%
+117.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -25.0% | +11.3% | -36.3% | -27.9% |
| 3M | -28.7% | +16.7% | -45.4% | -32.8% |
| 6M | -33.0% | +32.8% | -65.8% | -40.3% |
| YTD | +5.4% | +15.6% | -10.2% | -0.8% |
| 1Y | +7.3% | +19.6% | -12.3% | -0.8% |
| 3Y | +166.0% | +72.1% | +93.9% | +104.3% |
| 5Y | +210.1% | +96.0% | +114.1% | +122.6% |
| All | +210.1% | +93.0% | +117.1% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling