-36.3%
CAT vs MSI
+16.6%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -4.2% |
| 7D | -14.5% | +5.1% | -19.5% | -12.1% |
| 30D | -35.7% | +13.3% | -49.0% | -32.0% |
| 3M | -36.3% | +18.3% | -54.6% | -31.6% |
| All | -36.3% | +16.6% | -52.9% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling