+868.6%
MSFT vs CAT
+1,126.6%
-258.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -1.4% | +5.6% | -7.0% | -2.9% |
| 30D | -1.0% | -2.3% | +1.3% | -0.5% |
| 3M | +20.2% | -10.0% | +30.2% | +22.1% |
| 6M | +21.3% | +21.2% | 0.0% | +10.6% |
| YTD | +2.8% | +44.4% | -41.7% | -12.4% |
| 1Y | 0.0% | +96.3% | -96.3% | -24.2% |
| 3Y | +51.2% | +203.9% | -152.7% | -3.9% |
| 5Y | +71.4% | +333.5% | -262.1% | -7.3% |
| 10Y | +868.6% | +1,126.0% | -257.4% | +252.5% |
| All | +868.6% | +1,126.6% | -258.0% | +252.5% |
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