+21.8%
MSFU vs ZBH
+1.0%
+20.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -9.1% | +13.6% | -22.6% | -10.2% |
| 3M | +8.7% | +7.1% | +1.6% | +7.7% |
| 6M | +48.3% | +26.1% | +22.2% | +45.1% |
| YTD | -1.6% | +17.2% | -18.8% | -3.3% |
| 1Y | -13.6% | +17.4% | -31.0% | -15.1% |
| All | +21.8% | +1.0% | +20.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling