-8.9%
MSFU vs STZ
+14.2%
-23.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | +2.5% | +4.9% | -2.4% | +2.9% |
| 30D | -1.3% | +20.9% | -22.2% | 0.0% |
| 3M | +8.6% | +8.0% | +0.7% | +9.5% |
| 6M | +48.4% | -5.3% | +53.7% | +44.4% |
| YTD | +1.6% | +5.9% | -4.4% | +2.4% |
| All | -8.9% | +14.2% | -23.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling