+87.3%
MSFU vs ZBH
+3.4%
+83.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.4% |
| 30D | -9.1% | +13.6% | -22.6% | -11.6% |
| 3M | +8.7% | +7.1% | +1.6% | +6.9% |
| 6M | +48.3% | +26.1% | +22.2% | +40.1% |
| YTD | -1.6% | +17.2% | -18.8% | -6.0% |
| 1Y | -13.6% | +17.4% | -31.0% | -17.6% |
| 3Y | +20.2% | +2.0% | +18.2% | +14.0% |
| All | +87.3% | +3.4% | +83.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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