+725.3%
CAT vs MOS
+8.6%
+716.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | +21.6% | -31.9% | -16.3% |
| 30D | -31.2% | +12.0% | -43.2% | -34.2% |
| 3M | -34.7% | -3.9% | -30.8% | -34.8% |
| 6M | -39.5% | -3.3% | -36.2% | -40.1% |
| YTD | -1.7% | -4.6% | +3.0% | -3.7% |
| 1Y | -1.1% | -7.0% | +5.9% | -2.9% |
| 3Y | +143.9% | -24.4% | +168.3% | +147.1% |
| 5Y | +194.8% | -32.1% | +226.9% | +191.9% |
| All | +725.3% | +8.6% | +716.7% | +574.1% |
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