+1,110.7%
CAT vs MSI
+595.6%
+515.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +1.7% | -3.7% | +5.4% | +3.3% |
| 30D | -6.6% | +6.8% | -13.4% | -9.7% |
| 3M | -13.3% | +14.3% | -27.6% | -19.0% |
| 6M | +11.6% | -1.6% | +13.2% | +11.2% |
| YTD | +42.9% | +22.8% | +20.2% | +28.1% |
| 1Y | +95.4% | -1.1% | +96.5% | +93.0% |
| 3Y | +196.6% | +70.5% | +126.1% | +118.5% |
| 5Y | +321.7% | +102.8% | +218.9% | +178.1% |
| All | +1,110.7% | +595.6% | +515.1% | +371.3% |
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