+326.0%
CAT vs MS
+145.3%
+180.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -13.3% | +0.3% | -13.6% | -13.5% |
| 6M | +11.6% | +31.3% | -19.7% | -5.2% |
| YTD | +42.9% | +24.7% | +18.3% | +24.6% |
| 1Y | +95.4% | +47.9% | +47.5% | +53.6% |
| 3Y | +196.6% | +178.3% | +18.2% | +57.5% |
| All | +326.0% | +145.3% | +180.7% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling