+93.3%
MSFU vs Z
-11.5%
+104.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.1% |
| 7D | +2.5% | -4.6% | +7.0% | +4.0% |
| 30D | -1.3% | +8.3% | -9.6% | -4.6% |
| 3M | +8.6% | -11.6% | +20.3% | +11.8% |
| 6M | +48.4% | -33.6% | +82.0% | +66.1% |
| YTD | +1.6% | -56.7% | +58.2% | +27.7% |
| 1Y | -5.8% | -59.1% | +53.4% | +19.9% |
| 3Y | +30.9% | -20.4% | +51.3% | +26.6% |
| All | +93.3% | -11.5% | +104.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling