+213.4%
CAT vs MSI
+127.9%
+85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | +1.7% | +7.7% | -5.9% | -0.4% |
| 30D | -24.6% | +19.9% | -44.5% | -28.5% |
| 3M | -28.5% | +14.9% | -43.4% | -31.5% |
| 6M | -34.8% | +37.2% | -72.1% | -41.3% |
| YTD | +5.9% | +40.8% | -34.9% | -6.0% |
| 1Y | +6.8% | +38.1% | -31.3% | -4.6% |
| 3Y | +161.1% | +77.7% | +83.4% | +104.1% |
| 5Y | +213.4% | +129.0% | +84.4% | +109.9% |
| All | +213.4% | +127.9% | +85.5% | +109.9% |
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