+73.5%
MSFT vs CAT
+322.3%
-248.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.3% |
| 7D | -2.7% | +1.7% | -4.4% | -3.0% |
| 30D | +2.7% | -6.6% | +9.3% | +3.8% |
| 3M | +17.0% | -13.3% | +30.3% | +18.6% |
| 6M | +23.8% | +11.6% | +12.2% | +17.5% |
| YTD | +4.0% | +42.9% | -39.0% | -8.1% |
| 1Y | -0.8% | +95.4% | -96.3% | -20.7% |
| 3Y | +55.6% | +196.6% | -141.0% | +8.8% |
| All | +73.5% | +322.3% | -248.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling