+674.0%
CAT vs MSI
+670.3%
+3.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.3% | +7.4% | -13.7% | -9.2% |
| 30D | -26.8% | +18.7% | -45.5% | -32.2% |
| 3M | -30.0% | +14.5% | -44.5% | -34.4% |
| 6M | -34.6% | +38.1% | -72.7% | -44.0% |
| YTD | +2.9% | +38.7% | -35.8% | -12.8% |
| 1Y | +3.3% | +35.4% | -32.1% | -11.6% |
| 3Y | +153.7% | +75.1% | +78.6% | +85.9% |
| 5Y | +207.3% | +126.4% | +80.9% | +93.2% |
| 10Y | +674.0% | +671.4% | +2.6% | +181.6% |
| All | +674.0% | +670.3% | +3.7% | +181.6% |
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