+8.9%
CAT vs MS
+22.2%
-13.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.2% | -9.5% | -7.9% |
| 7D | -17.1% | +2.6% | -19.8% | -18.6% |
| 30D | -30.1% | +2.6% | -32.7% | -31.3% |
| 3M | -32.4% | -10.1% | -22.3% | -27.7% |
| 6M | -32.1% | +4.4% | -36.5% | -33.6% |
| YTD | +4.1% | +11.7% | -7.6% | -3.6% |
| 1Y | +8.9% | +20.9% | -12.0% | -4.0% |
| All | +8.9% | +22.2% | -13.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling