+21.8%
MSFU vs Z
-20.9%
+42.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -4.9% | -4.9% | 0.0% | -3.5% |
| 30D | -9.1% | +3.0% | -12.0% | -10.3% |
| 3M | +8.7% | -13.4% | +22.1% | +12.3% |
| 6M | +48.3% | -27.3% | +75.6% | +60.1% |
| YTD | -1.6% | -57.8% | +56.2% | +20.5% |
| 1Y | -13.6% | -60.0% | +46.4% | +6.8% |
| All | +21.8% | -20.9% | +42.6% | +32.2% |
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