+72.2%
MSFU vs ZBH
-7.0%
+79.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.5% |
| 7D | -3.2% | -5.2% | +2.0% | -2.0% |
| 30D | -3.1% | -2.4% | -0.7% | -2.6% |
| 3M | +35.3% | +8.3% | +27.0% | +32.6% |
| 6M | +31.6% | +0.7% | +30.9% | +30.8% |
| YTD | -9.5% | +5.3% | -14.9% | -11.4% |
| 1Y | -18.4% | -9.1% | -9.3% | -17.0% |
| 3Y | +26.9% | -19.7% | +46.6% | +35.3% |
| All | +72.2% | -7.0% | +79.3% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling