+76.3%
MSFU vs STZ
-43.2%
+119.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -5.7% | -1.9% | -3.8% | -5.3% |
| 30D | +4.2% | -1.9% | +6.1% | +4.6% |
| 3M | +27.9% | -6.2% | +34.1% | +29.7% |
| 6M | +37.1% | -14.0% | +51.1% | +40.4% |
| YTD | -7.4% | -5.1% | -2.3% | -8.5% |
| 1Y | -19.6% | -9.6% | -10.0% | -19.7% |
| 3Y | +33.2% | -47.2% | +80.4% | +63.3% |
| All | +76.3% | -43.2% | +119.6% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling