+889.0%
MSFT vs CAT
+725.4%
+163.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +1.7% | -10.3% | +12.0% | +4.6% |
| 30D | +0.2% | -31.2% | +31.4% | +10.6% |
| 3M | +6.4% | -34.7% | +41.0% | +18.7% |
| 6M | +28.7% | -39.5% | +68.2% | +44.5% |
| YTD | +10.4% | -1.7% | +12.1% | +4.1% |
| 1Y | +7.6% | -1.1% | +8.7% | +1.0% |
| 3Y | +52.3% | +143.9% | -91.5% | +1.1% |
| 5Y | +64.5% | +194.8% | -130.3% | -1.4% |
| All | +889.0% | +725.4% | +163.6% | +333.3% |
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