+72.2%
MSFU vs STZ
-46.4%
+118.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.1% |
| 7D | -3.2% | -7.4% | +4.2% | -1.6% |
| 30D | -3.1% | -10.9% | +7.8% | -0.8% |
| 3M | +35.3% | -13.4% | +48.7% | +39.3% |
| 6M | +31.6% | -16.2% | +47.8% | +35.4% |
| YTD | -9.5% | -10.4% | +0.9% | -9.5% |
| 1Y | -18.4% | -14.8% | -3.6% | -17.4% |
| 3Y | +26.9% | -50.1% | +77.1% | +57.4% |
| All | +72.2% | -46.4% | +118.7% | +112.0% |
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