+1,138.7%
CAT vs MA
+17,925.8%
-16,787.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -5.3% |
| 7D | -14.5% | +3.2% | -17.7% | -15.8% |
| 30D | -35.7% | +15.9% | -51.7% | -40.2% |
| 3M | -36.3% | +15.2% | -51.4% | -40.7% |
| 6M | -38.5% | +32.4% | -70.9% | -46.7% |
| YTD | -2.5% | +15.6% | -18.2% | -10.9% |
| 1Y | -1.9% | +19.3% | -21.2% | -11.7% |
| 3Y | +139.2% | +73.0% | +66.2% | +79.8% |
| 5Y | +192.1% | +93.7% | +98.4% | +104.6% |
| 10Y | +732.3% | +575.0% | +157.3% | +223.9% |
| All | +1,138.7% | +17,925.8% | -16,787.0% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling