+158.3%
CAT vs MSI
+76.4%
+82.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +3.2% | +4.2% | +7.0% |
| 30D | -19.7% | +17.6% | -37.3% | -21.4% |
| 3M | -29.6% | +14.5% | -44.1% | -30.9% |
| 6M | -33.2% | +34.3% | -67.4% | -36.6% |
| YTD | +5.7% | +39.7% | -34.1% | -0.7% |
| 1Y | +9.3% | +40.2% | -30.8% | +2.8% |
| 3Y | +158.3% | +77.1% | +81.2% | +123.7% |
| All | +158.3% | +76.4% | +82.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling