+6,758.4%
CAT vs MKSI
+2,161.7%
+4,596.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.5% | +0.6% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | -6.6% | -16.8% | +10.2% | -2.3% |
| 3M | -13.3% | -21.1% | +7.8% | -8.6% |
| 6M | +11.6% | +10.8% | +0.8% | +8.0% |
| YTD | +42.9% | +63.3% | -20.4% | +25.5% |
| 1Y | +95.4% | +157.0% | -61.5% | +52.6% |
| 3Y | +196.6% | +163.7% | +32.9% | +120.0% |
| 5Y | +321.7% | +82.0% | +239.7% | +228.4% |
| 10Y | +1,140.8% | +467.2% | +673.6% | +600.5% |
| All | +6,758.4% | +2,161.7% | +4,596.6% | +2,951.9% |
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