+137.4%
CAT vs MSTZ
-99.2%
+236.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.2% | -7.1% | +1.5% |
| 7D | +5.6% | -25.4% | +30.9% | +4.2% |
| 30D | -2.3% | -60.9% | +58.5% | -6.5% |
| 3M | -10.0% | -54.2% | +44.2% | -11.7% |
| 6M | +21.2% | -65.0% | +86.2% | +19.1% |
| YTD | +44.4% | -76.5% | +121.0% | +42.3% |
| 1Y | +96.3% | -23.4% | +119.7% | +110.9% |
| All | +137.4% | -99.2% | +236.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling