+332.7%
CAT vs MKSI
+90.4%
+242.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +2.9% | +6.6% | -3.7% | +0.8% |
| 30D | -2.6% | -8.2% | +5.6% | 0.0% |
| 3M | -10.7% | -16.4% | +5.7% | -6.2% |
| 6M | +16.1% | +23.0% | -6.8% | +8.7% |
| YTD | +43.2% | +68.2% | -25.0% | +22.5% |
| 1Y | +96.8% | +148.6% | -51.7% | +50.1% |
| 3Y | +201.4% | +196.0% | +5.4% | +106.9% |
| 5Y | +332.7% | +87.4% | +245.3% | +206.3% |
| All | +332.7% | +90.4% | +242.3% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling