+25,808.1%
CAT vs MSI
+4,035.2%
+21,772.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.7% |
| 30D | -6.6% | +6.8% | -13.4% | -8.4% |
| 3M | -13.3% | +14.3% | -27.6% | -16.7% |
| 6M | +11.6% | -1.6% | +13.2% | +11.3% |
| YTD | +42.9% | +22.8% | +20.2% | +34.3% |
| 1Y | +95.4% | -1.1% | +96.5% | +93.9% |
| 3Y | +196.6% | +70.5% | +126.1% | +153.1% |
| 5Y | +321.7% | +102.8% | +218.9% | +241.6% |
| 10Y | +1,140.8% | +597.4% | +543.4% | +636.4% |
| All | +25,808.1% | +4,035.2% | +21,772.9% | +6,903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling