+48.8%
CAVA vs MSFU
+26.0%
+22.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.2% |
| 7D | -8.0% | -1.8% | -6.2% | -7.6% |
| 30D | -19.6% | +0.5% | -20.0% | -19.7% |
| 3M | -36.7% | +51.9% | -88.5% | -45.3% |
| 6M | -30.6% | +35.0% | -65.5% | -39.0% |
| YTD | -4.8% | -9.0% | +4.2% | -5.1% |
| 1Y | -13.1% | -18.8% | +5.7% | -9.6% |
| 3Y | +48.8% | +25.5% | +23.3% | +19.9% |
| All | +48.8% | +26.0% | +22.8% | +19.9% |
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