+1,134.9%
CAT vs MOD
+1,642.7%
-507.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.7% |
| 7D | +1.7% | +9.6% | -7.9% | -0.6% |
| 30D | -6.6% | 0.0% | -6.6% | -6.7% |
| 3M | -13.3% | -35.4% | +22.1% | -3.9% |
| 6M | +11.6% | -7.3% | +18.9% | +12.9% |
| YTD | +42.9% | +45.8% | -2.9% | +29.5% |
| 1Y | +95.4% | +43.1% | +52.3% | +75.9% |
| 3Y | +196.6% | +297.7% | -101.1% | +96.0% |
| 5Y | +321.7% | +1,478.8% | -1,157.1% | +94.3% |
| All | +1,134.9% | +1,642.7% | -507.8% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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