-38.5%
CAT vs MSFU
+50.1%
-88.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.4% | +1.0% | -6.9% |
| 7D | -14.5% | +1.0% | -15.5% | -14.2% |
| 30D | -35.7% | +0.6% | -36.3% | -35.5% |
| 3M | -36.3% | +16.4% | -52.7% | -34.9% |
| 6M | -38.5% | +53.0% | -91.5% | -32.4% |
| All | -38.5% | +50.1% | -88.6% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling