+192.1%
CAT vs MOD
+720.4%
-528.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +0.9% | -4.4% |
| 7D | -14.5% | -34.2% | +19.7% | -4.7% |
| 30D | -35.7% | -51.9% | +16.1% | -22.1% |
| 3M | -36.3% | -53.0% | +16.7% | -22.7% |
| 6M | -38.5% | -66.4% | +27.8% | -19.1% |
| YTD | -2.5% | -31.5% | +29.0% | +7.1% |
| 1Y | -1.9% | -39.6% | +37.7% | +10.2% |
| 3Y | +139.2% | +116.8% | +22.4% | +81.0% |
| 5Y | +192.1% | +713.8% | -521.7% | +58.6% |
| All | +192.1% | +720.4% | -528.2% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling