+88.0%
MSFU vs STZ
-35.0%
+123.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.8% | +2.6% | -5.3% | -3.2% |
| 30D | -5.3% | +15.2% | -20.5% | -8.0% |
| 3M | +7.2% | +7.6% | -0.4% | +5.6% |
| 6M | +51.0% | +5.3% | +45.7% | +49.2% |
| YTD | -1.2% | +8.6% | -9.9% | -5.1% |
| 1Y | -10.3% | +15.6% | -25.9% | -15.8% |
| 3Y | +22.2% | -35.2% | +57.4% | +38.1% |
| All | +88.0% | -35.0% | +123.0% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling