+158.1%
CAT vs MAS
+67.0%
+91.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.9% | -7.5% |
| 7D | -17.1% | +14.2% | -31.3% | -22.0% |
| 30D | -30.1% | +26.8% | -56.9% | -37.6% |
| 3M | -32.4% | +13.1% | -45.5% | -36.5% |
| 6M | -32.1% | +27.9% | -60.0% | -40.3% |
| YTD | +4.1% | +38.7% | -34.6% | -13.2% |
| 1Y | +8.9% | +40.4% | -31.5% | -9.9% |
| All | +158.1% | +67.0% | +91.1% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling