+17,723.7%
CAT vs MSI
+4,457.4%
+13,266.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.8% |
| 3M | -34.7% | +8.8% | -43.5% | -36.3% |
| 6M | -39.5% | +19.3% | -58.8% | -42.8% |
| YTD | -1.7% | +35.3% | -37.0% | -10.1% |
| 1Y | -1.1% | +33.8% | -34.9% | -9.4% |
| 3Y | +143.9% | +74.4% | +69.4% | +106.5% |
| 5Y | +194.8% | +120.5% | +74.3% | +133.2% |
| 10Y | +739.8% | +685.2% | +54.6% | +382.5% |
| All | +17,723.7% | +4,457.4% | +13,266.3% | +4,586.2% |
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