+913.4%
MSFT vs CAT
+703.2%
+210.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.4% | +9.3% | -11.7% | -4.8% |
| 30D | -3.8% | -21.5% | +17.7% | +2.5% |
| 3M | +6.4% | -29.1% | +35.5% | +16.2% |
| 6M | +28.8% | -33.4% | +62.1% | +40.9% |
| YTD | +8.8% | +6.6% | +2.3% | +0.2% |
| 1Y | +3.2% | +6.5% | -3.4% | -5.2% |
| 3Y | +44.8% | +162.7% | -117.9% | -6.4% |
| 5Y | +61.8% | +214.2% | -152.4% | -5.3% |
| All | +913.4% | +703.2% | +210.2% | +301.2% |
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 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