+1,123.7%
CAT vs MKSI
+511.3%
+612.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.5% |
| 7D | +0.6% | +4.9% | -4.3% | -1.0% |
| 30D | -4.5% | -11.0% | +6.4% | -1.0% |
| 3M | -5.8% | -17.1% | +11.3% | -0.8% |
| 6M | +12.7% | +16.4% | -3.7% | +6.5% |
| YTD | +41.4% | +64.3% | -22.9% | +19.7% |
| 1Y | +92.1% | +137.7% | -45.7% | +44.1% |
| 3Y | +197.5% | +189.1% | +8.4% | +97.1% |
| 5Y | +327.9% | +83.1% | +244.8% | +209.9% |
| All | +1,123.7% | +511.3% | +612.4% | +448.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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