+718.0%
CAT vs MOS
+8.5%
+709.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -7.4% |
| 7D | -14.5% | +22.5% | -37.0% | -20.4% |
| 30D | -35.7% | +6.6% | -42.4% | -37.6% |
| 3M | -36.3% | -3.8% | -32.5% | -36.5% |
| 6M | -38.5% | -2.2% | -36.3% | -39.4% |
| YTD | -2.5% | -4.8% | +2.2% | -4.5% |
| 1Y | -1.9% | -11.7% | +9.8% | -2.1% |
| 3Y | +139.2% | -26.5% | +165.7% | +144.6% |
| 5Y | +192.1% | -32.2% | +224.3% | +189.4% |
| All | +718.0% | +8.5% | +709.5% | +568.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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