-1.1%
CAT vs MOD
-37.3%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -1.3% |
| 7D | -10.3% | -25.5% | +15.3% | -0.8% |
| 30D | -31.2% | -49.0% | +17.8% | -12.4% |
| 3M | -34.7% | -49.8% | +15.2% | -17.1% |
| 6M | -39.5% | -64.8% | +25.3% | -12.9% |
| YTD | -1.7% | -27.6% | +26.0% | +13.2% |
| 1Y | -1.1% | -35.2% | +34.1% | +16.9% |
| All | -1.1% | -37.3% | +36.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling