+9.0%
MSFT vs CAT
+5.5%
+3.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.2% | +11.9% | +6.0% |
| 7D | +4.7% | -17.1% | +21.8% | +2.3% |
| 30D | +5.8% | -30.1% | +35.9% | +1.0% |
| 3M | +13.0% | -32.4% | +45.4% | +7.3% |
| 6M | +34.9% | -32.1% | +67.0% | +26.8% |
| YTD | +15.7% | +4.1% | +11.6% | +12.3% |
| 1Y | +9.0% | +8.9% | 0.0% | +4.2% |
| All | +9.0% | +5.5% | +3.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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