+17,511.5%
CAT vs MS
+5,117.3%
+12,394.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.4% | -4.4% |
| 7D | -14.5% | -3.4% | -11.1% | -13.6% |
| 30D | -35.7% | -3.9% | -31.8% | -34.9% |
| 3M | -36.3% | -15.9% | -20.4% | -32.6% |
| 6M | -38.5% | -2.5% | -36.1% | -38.0% |
| YTD | -2.5% | +5.1% | -7.6% | -4.1% |
| 1Y | -1.9% | +13.0% | -14.9% | -5.7% |
| 3Y | +139.2% | +160.7% | -21.5% | +75.3% |
| 5Y | +192.1% | +114.0% | +78.1% | +126.8% |
| 10Y | +732.3% | +637.5% | +94.8% | +343.7% |
| All | +17,511.5% | +5,117.3% | +12,394.1% | +4,589.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling