+674.0%
CAT vs MS
+576.8%
+97.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | +0.8% | -7.1% | -6.8% |
| 30D | -26.8% | -0.7% | -26.1% | -26.5% |
| 3M | -30.0% | -12.4% | -17.7% | -24.3% |
| 6M | -34.6% | -1.7% | -32.9% | -34.0% |
| YTD | +2.9% | +8.0% | -5.1% | -2.5% |
| 1Y | +3.3% | +16.2% | -12.9% | -6.4% |
| 3Y | +153.7% | +171.3% | -17.6% | +34.8% |
| 5Y | +207.3% | +124.8% | +82.5% | +78.5% |
| 10Y | +674.0% | +553.7% | +120.3% | +140.5% |
| All | +674.0% | +576.8% | +97.2% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling