+915.1%
MSFT vs CAT
+696.4%
+218.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.3% | +7.4% | -8.7% | -3.3% |
| 30D | -1.8% | -19.7% | +17.8% | +3.9% |
| 3M | +5.6% | -29.6% | +35.2% | +15.6% |
| 6M | +29.8% | -33.2% | +63.0% | +41.9% |
| YTD | +9.0% | +5.7% | +3.4% | +0.6% |
| 1Y | +4.9% | +9.3% | -4.4% | -4.5% |
| 3Y | +46.2% | +158.3% | -112.1% | -5.0% |
| 5Y | +62.1% | +211.6% | -149.5% | -4.9% |
| All | +915.1% | +696.4% | +218.7% | +302.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling