+725.3%
CAT vs MSI
+676.2%
+49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -10.3% | +4.7% | -15.0% | -12.2% |
| 30D | -31.2% | +14.8% | -46.0% | -35.4% |
| 3M | -34.7% | +8.8% | -43.5% | -37.4% |
| 6M | -39.5% | +19.3% | -58.8% | -45.0% |
| YTD | -1.7% | +35.3% | -37.0% | -15.9% |
| 1Y | -1.1% | +33.8% | -34.9% | -15.0% |
| 3Y | +143.9% | +74.4% | +69.4% | +78.4% |
| 5Y | +194.8% | +120.5% | +74.3% | +87.2% |
| All | +725.3% | +676.2% | +49.1% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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