+93.3%
MSFU vs STZ
-36.6%
+130.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +2.5% | +4.9% | -2.4% | +1.6% |
| 30D | -1.3% | +20.9% | -22.2% | -5.1% |
| 3M | +8.6% | +8.0% | +0.7% | +6.9% |
| 6M | +48.4% | -5.3% | +53.7% | +49.5% |
| YTD | +1.6% | +5.9% | -4.4% | -2.0% |
| 1Y | -5.8% | +14.2% | -20.0% | -11.5% |
| 3Y | +30.9% | -37.0% | +67.9% | +49.0% |
| All | +93.3% | -36.6% | +130.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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