+3.3%
MSFT vs CAT
+6.7%
-3.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.0% |
| 7D | -6.2% | +1.7% | -8.0% | -6.1% |
| 30D | -3.7% | -24.6% | +20.9% | -7.2% |
| 3M | +3.6% | -28.5% | +32.1% | -0.9% |
| 6M | +26.8% | -34.8% | +61.6% | +18.4% |
| YTD | +8.4% | +5.9% | +2.5% | +5.1% |
| 1Y | +3.3% | +6.8% | -3.5% | +0.3% |
| All | +3.3% | +6.7% | -3.4% | +0.3% |
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 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