+215.5%
CAT vs MAS
+48.4%
+167.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.9% | -7.6% |
| 7D | -17.1% | +14.2% | -31.3% | -22.1% |
| 30D | -30.1% | +26.8% | -56.9% | -37.6% |
| 3M | -32.4% | +13.1% | -45.5% | -36.6% |
| 6M | -32.1% | +27.9% | -60.0% | -40.2% |
| YTD | +4.1% | +38.7% | -34.6% | -12.5% |
| 1Y | +8.9% | +40.4% | -31.5% | -9.2% |
| 3Y | +155.5% | +66.1% | +89.4% | +95.0% |
| 5Y | +215.5% | +47.4% | +168.1% | +144.3% |
| All | +215.5% | +48.4% | +167.1% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling