-3.5%
MSFU vs Z
-54.2%
+50.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +9.4% | +4.0% | +10.1% |
| 7D | +8.2% | +10.2% | -2.0% | +4.4% |
| 30D | +10.2% | +23.7% | -13.5% | +0.6% |
| 3M | +22.9% | -6.6% | +29.5% | +25.3% |
| 6M | +63.2% | -23.0% | +86.2% | +74.6% |
| YTD | +11.7% | -50.3% | +62.0% | +25.1% |
| 1Y | -3.5% | -53.6% | +50.1% | +7.5% |
| All | -3.5% | -54.2% | +50.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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