+8.9%
CAT vs MSTZ
-63.1%
+72.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.3% | -5.8% |
| 7D | -17.1% | +0.7% | -17.8% | -16.9% |
| 30D | -30.1% | +16.6% | -46.7% | -29.0% |
| 3M | -32.4% | -74.7% | +42.3% | -36.0% |
| 6M | -32.1% | -43.9% | +11.8% | -29.1% |
| YTD | +4.1% | -84.0% | +88.1% | +0.7% |
| 1Y | +8.9% | -65.1% | +74.0% | +12.9% |
| All | +8.9% | -63.1% | +72.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling