+5.8%
CAT vs MS
+16.8%
-11.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +5.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | -25.0% | -0.9% | -24.1% | -24.5% |
| 3M | -28.7% | -13.0% | -15.7% | -22.1% |
| 6M | -33.0% | -2.0% | -31.0% | -31.8% |
| YTD | +5.4% | +7.8% | -2.4% | +0.1% |
| All | +5.8% | +16.8% | -11.0% | -3.7% |
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