It always comes down to a matter of faith. But I submitand stand by the fact that Catholicism and her scriptures have more actual historical and archeological evidence to support her claims than any other religion.
Plus, if you examine the premise of any other religion you can see how it they are devised to fit a particular need. Who would come up with Catholicism? If you look at the development of religion across various cultures and the sociological/psychological development of man-made religions you can see how a human mind would go there. Catholicism, on the other hand is entirely "other". The human mind could not come up with it. It would make no sense to do so comparatively.
Further, While Islam has a concept of forgiveness of sins, which it borrowed from Judaism and Christianity, incidently, Catholicism alone identifies it as the fundemantal ailment to human/Divine relations. It alone deal definitively with sin in the only manner that is commensurate with the offense.
I believe in Catholicism because it is true. With it's supernatural elements one ultimately has to rely on faith. But the beauty and cohesiveness of the scriptures and the advance of western civilization, warts and all is strong anecdotal evidence of the benefit of Christianity to the world. Results matter.
No other religion has this linear societal advancement. Including atheism. When tested it collapses under it's own weight. Communism the atheistic governmental/social experiment detroyed societies and took 200 million lives less than a century. Why it did not acknowledge mans inherent flaw and deal with it in the only manner that is natural to our nature.
You tell which religion or philosophy has advanced the world more than Catholicism? That rhetorical, there is none. Whether it is science, art, literature, medicine, human rights good governement etc. the greatest the worlds has had to offer has always, for the past 2,000 years, been rooted in the Catholic world alone. Others benefitted and borrowed but never originated.
