-3.2%
MSFU vs MSTZ
-99.3%
+96.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -3.9% |
| 7D | -5.7% | -29.7% | +24.0% | -8.2% |
| 30D | +4.2% | -65.3% | +69.5% | -5.0% |
| 3M | +27.9% | -57.3% | +85.2% | +23.1% |
| 6M | +37.1% | -61.6% | +98.8% | +34.1% |
| YTD | -7.4% | -78.3% | +70.9% | -9.7% |
| 1Y | -19.6% | -30.2% | +10.6% | -10.9% |
| All | -3.2% | -99.3% | +96.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling