+254.6%
CAT vs MSFU
+88.0%
+166.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | -2.8% | +10.2% | +7.7% |
| 30D | -19.7% | -5.3% | -14.4% | -19.3% |
| 3M | -29.6% | +7.2% | -36.8% | -30.2% |
| 6M | -33.2% | +51.0% | -84.2% | -36.7% |
| YTD | +5.7% | -1.2% | +6.9% | +6.1% |
| 1Y | +9.3% | -10.3% | +19.7% | +12.0% |
| 3Y | +158.3% | +22.2% | +136.1% | +137.8% |
| All | +254.6% | +88.0% | +166.6% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling