+71.2%
MSFU vs ZBH
-8.8%
+80.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -6.9% | -6.6% | -0.4% | -5.6% |
| 30D | -5.1% | -4.9% | -0.2% | -4.1% |
| 3M | +44.6% | +5.1% | +39.5% | +42.7% |
| 6M | +32.8% | +1.3% | +31.5% | +31.7% |
| YTD | -10.1% | +3.4% | -13.4% | -11.5% |
| 1Y | -19.4% | -8.7% | -10.7% | -18.2% |
| 3Y | +26.2% | -21.2% | +47.4% | +35.1% |
| All | +71.2% | -8.8% | +80.0% | +50.7% |
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