+5.8%
CAT vs MSI
+36.7%
-30.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +7.3% |
| 7D | -2.4% | +8.3% | -10.7% | -2.1% |
| 30D | -25.0% | +18.9% | -43.9% | -25.0% |
| 3M | -28.7% | +13.2% | -41.9% | -28.6% |
| 6M | -33.0% | +38.3% | -71.3% | -34.9% |
| YTD | +5.4% | +38.9% | -33.4% | +4.7% |
| All | +5.8% | +36.7% | -30.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling