+24.1%
MSFU vs AZO
+10.2%
+13.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -6.9% | -2.9% | -4.0% | -6.7% |
| 30D | -5.1% | -5.3% | +0.2% | -4.6% |
| 3M | +44.6% | -7.3% | +52.0% | +45.3% |
| 6M | +32.8% | -22.7% | +55.5% | +36.6% |
| YTD | -10.1% | -15.0% | +5.0% | -8.8% |
| 1Y | -19.4% | -32.2% | +12.9% | -15.9% |
| All | +24.1% | +10.2% | +13.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling