+88.0%
MSFU vs Z
-10.7%
+98.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.7% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -5.3% | +5.2% | -10.5% | -7.4% |
| 3M | +7.2% | -17.0% | +24.3% | +12.7% |
| 6M | +51.0% | -22.7% | +73.6% | +61.3% |
| YTD | -1.2% | -56.3% | +55.1% | +23.8% |
| 1Y | -10.3% | -57.7% | +47.3% | +12.8% |
| 3Y | +22.2% | -16.5% | +38.8% | +16.1% |
| All | +88.0% | -10.7% | +98.7% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling