-13.6%
MSFU vs MSTZ
-52.7%
+39.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | +2.6% |
| 7D | -4.9% | +25.6% | -30.5% | -1.7% |
| 30D | -9.1% | +50.6% | -59.6% | -2.0% |
| 3M | +8.7% | -64.5% | +73.2% | +0.4% |
| 6M | +48.3% | -14.0% | +62.3% | +63.7% |
| YTD | -1.6% | -76.4% | +74.8% | +0.9% |
| 1Y | -13.6% | -56.2% | +42.7% | -7.0% |
| All | -13.6% | -52.7% | +39.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling