+30.9%
MSFU vs Z
-21.1%
+52.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.1% |
| 7D | +2.5% | -4.6% | +7.0% | +3.9% |
| 30D | -1.3% | +8.3% | -9.6% | -4.3% |
| 3M | +8.6% | -11.6% | +20.3% | +11.6% |
| 6M | +48.4% | -33.6% | +82.0% | +64.1% |
| YTD | +1.6% | -56.7% | +58.2% | +23.6% |
| 1Y | -5.8% | -59.1% | +53.4% | +15.8% |
| 3Y | +30.9% | -20.4% | +51.3% | +40.4% |
| All | +30.9% | -21.1% | +52.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling