+183.3%
CAT vs MSI
+118.7%
+64.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -10.3% | +4.7% | -15.0% | -11.5% |
| 30D | -31.2% | +14.8% | -46.0% | -34.0% |
| 3M | -34.7% | +8.8% | -43.5% | -36.5% |
| 6M | -39.5% | +19.3% | -58.8% | -43.2% |
| YTD | -1.7% | +35.3% | -37.0% | -11.8% |
| 1Y | -1.1% | +33.8% | -34.9% | -11.0% |
| 3Y | +143.9% | +74.4% | +69.4% | +90.8% |
| All | +183.3% | +118.7% | +64.5% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling