+227.1%
CAT vs MSFU
+97.0%
+130.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.4% | +1.0% | -5.7% |
| 7D | -14.5% | +1.0% | -15.5% | -14.6% |
| 30D | -35.7% | +0.6% | -36.3% | -35.8% |
| 3M | -36.3% | +16.4% | -52.7% | -37.4% |
| 6M | -38.5% | +53.0% | -91.5% | -41.7% |
| YTD | -2.5% | +3.5% | -6.0% | -2.5% |
| 1Y | -1.9% | -7.8% | +5.9% | +0.5% |
| 3Y | +139.2% | +35.6% | +103.6% | +117.0% |
| All | +227.1% | +97.0% | +130.1% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling