+18,766.1%
CAT vs MOS
+115.8%
+18,650.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +17.4% | -22.6% | -10.1% |
| 7D | -17.1% | +17.9% | -35.1% | -21.5% |
| 30D | -30.1% | +1.6% | -31.7% | -31.1% |
| 3M | -32.4% | -4.0% | -28.4% | -32.6% |
| 6M | -32.1% | -4.1% | -28.0% | -32.6% |
| YTD | +4.1% | -7.8% | +11.9% | +3.2% |
| 1Y | +8.9% | -15.6% | +24.5% | +10.2% |
| 3Y | +155.5% | -28.9% | +184.3% | +163.9% |
| 5Y | +215.5% | -36.8% | +252.3% | +223.6% |
| 10Y | +788.9% | +6.7% | +782.2% | +614.8% |
| All | +18,766.1% | +115.8% | +18,650.4% | +10,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling