-33.2%
CAT vs MKSI
-32.3%
-0.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | +7.4% | +12.2% | -4.7% | +1.7% |
| 30D | -19.7% | -8.0% | -11.6% | -17.0% |
| 3M | -29.6% | -29.5% | -0.1% | -18.2% |
| 6M | -33.2% | -31.9% | -1.3% | -22.8% |
| All | -33.2% | -32.3% | -0.9% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling