+183.3%
CAT vs MS
+111.6%
+71.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -10.3% | -1.6% | -8.7% | -9.6% |
| 30D | -31.2% | -3.8% | -27.4% | -29.6% |
| 3M | -34.7% | -14.6% | -20.1% | -28.3% |
| 6M | -39.5% | -5.1% | -34.4% | -37.7% |
| YTD | -1.7% | +4.5% | -6.2% | -4.8% |
| 1Y | -1.1% | +13.5% | -14.7% | -8.8% |
| 3Y | +143.9% | +160.4% | -16.5% | +35.5% |
| All | +183.3% | +111.6% | +71.7% | +66.9% |
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