+73.2%
MSFU vs AZO
+33.9%
+39.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.8% | -3.6% | +1.8% | -1.1% |
| 30D | +0.5% | -5.6% | +6.0% | +1.5% |
| 3M | +51.9% | -6.6% | +58.5% | +53.2% |
| 6M | +35.0% | -22.5% | +57.5% | +41.5% |
| YTD | -9.0% | -15.2% | +6.1% | -6.9% |
| 1Y | -18.8% | -33.9% | +15.1% | -11.8% |
| 3Y | +25.5% | +11.8% | +13.7% | +13.5% |
| All | +73.2% | +33.9% | +39.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling