-6.3%
MSFU vs MSTZ
-99.2%
+92.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -0.3% |
| 7D | -2.3% | -23.6% | +21.2% | -4.1% |
| 30D | -6.3% | -60.7% | +54.5% | -13.3% |
| 3M | +40.0% | -58.3% | +98.2% | +34.0% |
| 6M | +30.1% | -60.0% | +90.1% | +27.9% |
| YTD | -10.3% | -75.2% | +64.9% | -11.3% |
| 1Y | -19.0% | -19.9% | +0.9% | -8.8% |
| All | -6.3% | -99.2% | +92.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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