+76.3%
MSFU vs ZBH
-3.2%
+79.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | -2.8% | -2.9% | -5.1% |
| 30D | +4.2% | -0.1% | +4.3% | +4.2% |
| 3M | +27.9% | +13.4% | +14.5% | +24.1% |
| 6M | +37.1% | +3.0% | +34.1% | +35.7% |
| YTD | -7.4% | +9.7% | -17.0% | -10.0% |
| 1Y | -19.6% | -5.4% | -14.2% | -18.9% |
| 3Y | +33.2% | -15.6% | +48.8% | +39.5% |
| All | +76.3% | -3.2% | +79.6% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling