-3.5%
MSFU vs ZBRA
+25.3%
-28.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.9% | +12.6% | +13.3% |
| 7D | +8.2% | -13.6% | +21.8% | +11.3% |
| 30D | +10.2% | -11.5% | +21.7% | +12.8% |
| 3M | +22.9% | -9.9% | +32.8% | +25.3% |
| 6M | +63.2% | +48.6% | +14.6% | +50.1% |
| YTD | +11.7% | +36.9% | -25.2% | +4.3% |
| 1Y | -3.5% | +27.7% | -31.2% | -9.6% |
| All | -3.5% | +25.3% | -28.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling