+72.2%
MSFU vs AZO
+37.4%
+34.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -3.1% | -5.6% | +2.5% | -2.1% |
| 3M | +35.3% | -4.0% | +39.3% | +35.7% |
| 6M | +31.6% | -18.9% | +50.5% | +36.7% |
| YTD | -9.5% | -13.0% | +3.4% | -7.8% |
| 1Y | -18.4% | -30.4% | +12.0% | -12.4% |
| 3Y | +26.9% | +12.7% | +14.2% | +15.2% |
| All | +72.2% | +37.4% | +34.8% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling