+210.1%
CAT vs MSCI
+4.7%
+205.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -25.0% | +14.4% | -39.4% | -26.9% |
| 3M | -28.7% | +15.2% | -43.9% | -30.7% |
| 6M | -33.0% | +11.2% | -44.2% | -35.1% |
| YTD | +5.4% | +13.9% | -8.5% | +1.0% |
| 1Y | +7.3% | +12.5% | -5.2% | +3.0% |
| 3Y | +166.0% | +32.3% | +133.8% | +138.7% |
| 5Y | +210.1% | +4.9% | +205.2% | +176.4% |
| All | +210.1% | +4.7% | +205.4% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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