+95.4%
CAT vs MSFU
-18.4%
+113.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +1.3% |
| 7D | +1.7% | -5.7% | +7.4% | +1.1% |
| 30D | -6.6% | +4.2% | -10.7% | -6.0% |
| 3M | -13.3% | +27.9% | -41.2% | -9.2% |
| 6M | +11.6% | +37.1% | -25.5% | +16.7% |
| YTD | +42.9% | -7.4% | +50.3% | +46.3% |
| 1Y | +95.4% | -19.6% | +115.0% | +104.1% |
| All | +95.4% | -18.4% | +113.9% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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