+255.4%
CAT vs MSFU
+85.8%
+169.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +3.4% |
| 7D | +1.7% | -12.7% | +14.4% | +3.1% |
| 30D | -24.6% | -9.0% | -15.6% | -23.9% |
| 3M | -28.5% | +2.9% | -31.4% | -28.9% |
| 6M | -34.8% | +43.5% | -78.4% | -37.7% |
| YTD | +5.9% | -2.4% | +8.3% | +6.5% |
| 1Y | +6.8% | -13.5% | +20.3% | +10.2% |
| 3Y | +161.1% | +19.2% | +141.9% | +141.1% |
| All | +255.4% | +85.8% | +169.7% | +211.5% |
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