+326.0%
CAT vs MOS
-8.7%
+334.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +1.7% | +9.5% | -7.8% | -0.7% |
| 30D | -6.6% | +10.4% | -17.0% | -9.1% |
| 3M | -13.3% | +12.9% | -26.2% | -16.6% |
| 6M | +11.6% | +1.2% | +10.4% | +9.4% |
| YTD | +42.9% | +9.3% | +33.6% | +36.8% |
| 1Y | +95.4% | -18.0% | +113.4% | +101.3% |
| 3Y | +196.6% | -29.0% | +225.6% | +208.6% |
| All | +326.0% | -8.7% | +334.7% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling