+4,969.4%
CAT vs MKSI
+1,773.7%
+3,195.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | +7.4% | +12.2% | -4.7% | +4.3% |
| 30D | -19.7% | -8.0% | -11.6% | -18.1% |
| 3M | -29.6% | -29.5% | -0.1% | -23.3% |
| 6M | -33.2% | -31.9% | -1.3% | -27.1% |
| YTD | +5.7% | +35.3% | -29.6% | -3.0% |
| 1Y | +9.3% | +50.3% | -40.9% | -2.2% |
| 3Y | +158.3% | +216.4% | -58.1% | +83.8% |
| 5Y | +211.6% | +34.4% | +177.1% | +161.0% |
| 10Y | +698.5% | +348.6% | +349.8% | +376.5% |
| All | +4,969.4% | +1,773.7% | +3,195.7% | +2,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling