+379.7%
CAT vs MSFU
+76.3%
+303.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.1% |
| 7D | +1.7% | -5.7% | +7.4% | +2.2% |
| 30D | -6.6% | +4.2% | -10.7% | -7.1% |
| 3M | -13.3% | +27.9% | -41.2% | -15.4% |
| 6M | +11.6% | +37.1% | -25.5% | +6.2% |
| YTD | +42.9% | -7.4% | +50.3% | +44.7% |
| 1Y | +95.4% | -19.6% | +115.0% | +103.1% |
| 3Y | +196.6% | +33.2% | +163.4% | +167.6% |
| All | +379.7% | +76.3% | +303.4% | +323.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling