+103.9%
MSFU vs Z
-8.1%
+112.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.2% |
| 7D | +14.6% | -5.2% | +19.8% | +16.6% |
| 30D | +2.1% | +5.7% | -3.6% | -0.3% |
| 3M | +14.7% | -8.7% | +23.4% | +16.8% |
| 6M | +55.7% | -26.0% | +81.6% | +68.6% |
| YTD | +7.1% | -55.0% | +62.1% | +33.1% |
| 1Y | -0.5% | -58.0% | +57.5% | +25.5% |
| 3Y | +35.7% | -15.2% | +50.9% | +28.5% |
| All | +103.9% | -8.1% | +112.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling