+143.9%
CAT vs MSFU
+32.6%
+111.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | -10.3% | +2.5% | -12.8% | -10.5% |
| 30D | -31.2% | -1.3% | -29.9% | -31.1% |
| 3M | -34.7% | +8.6% | -43.3% | -35.1% |
| 6M | -39.5% | +48.4% | -87.9% | -41.5% |
| YTD | -1.7% | +1.6% | -3.2% | +0.3% |
| 1Y | -1.1% | -5.8% | +4.6% | +2.5% |
| 3Y | +143.9% | +30.9% | +112.9% | +134.3% |
| All | +143.9% | +32.6% | +111.2% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling