+1,134.9%
CAT vs MAS
+137.9%
+997.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -6.6% | -5.6% | -1.0% | -4.0% |
| 3M | -13.3% | +4.4% | -17.7% | -15.9% |
| 6M | +11.6% | +7.2% | +4.4% | +6.4% |
| YTD | +42.9% | +16.1% | +26.8% | +29.9% |
| 1Y | +95.4% | +0.1% | +95.3% | +90.6% |
| 3Y | +196.6% | +28.3% | +168.3% | +149.5% |
| 5Y | +321.7% | +30.5% | +291.2% | +241.2% |
| All | +1,134.9% | +137.9% | +997.0% | +589.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling