+23.3%
CAVA vs MSFU
+22.3%
+1.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -12.4% | -6.9% | -5.5% | -10.8% |
| 30D | -11.2% | -5.1% | -6.1% | -10.2% |
| 3M | -33.8% | +44.6% | -78.4% | -42.1% |
| 6M | -32.5% | +32.8% | -65.3% | -40.6% |
| YTD | -8.0% | -10.1% | +2.1% | -8.1% |
| 1Y | -17.1% | -19.4% | +2.3% | -13.8% |
| 3Y | +37.8% | +26.2% | +11.6% | +7.7% |
| All | +23.3% | +22.3% | +1.0% | -1.4% |
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 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