-19.6%
MSFU vs Z
-58.8%
+39.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -3.4% |
| 7D | -5.7% | -3.0% | -2.7% | -4.7% |
| 30D | +4.2% | -4.2% | +8.4% | +5.3% |
| 3M | +27.9% | -3.7% | +31.6% | +27.2% |
| 6M | +37.1% | -24.5% | +61.6% | +43.1% |
| YTD | -7.4% | -49.3% | +41.9% | -3.3% |
| 1Y | -19.6% | -58.7% | +39.1% | -18.6% |
| All | -19.6% | -58.8% | +39.2% | -18.6% |
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