+695.3%
CAT vs MSI
+663.2%
+32.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +9.3% | +2.6% | +6.7% | +8.2% |
| 30D | -21.5% | +18.1% | -39.6% | -27.1% |
| 3M | -29.1% | +13.2% | -42.3% | -33.2% |
| 6M | -33.4% | +36.3% | -69.6% | -42.6% |
| YTD | +6.6% | +39.5% | -33.0% | -9.9% |
| 1Y | +6.5% | +36.9% | -30.4% | -9.2% |
| 3Y | +162.7% | +76.1% | +86.6% | +92.0% |
| 5Y | +214.2% | +123.7% | +90.5% | +98.9% |
| All | +695.3% | +663.2% | +32.1% | +187.4% |
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