-19.4%
MSFU vs ZBRA
+10.3%
-29.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -6.9% | -3.8% | -3.2% | -6.4% |
| 30D | -5.1% | -10.2% | +5.1% | -3.4% |
| 3M | +44.6% | +58.7% | -14.0% | +33.5% |
| 6M | +32.8% | +61.9% | -29.1% | +22.0% |
| YTD | -10.1% | +41.7% | -51.7% | -15.7% |
| 1Y | -19.4% | +12.4% | -31.7% | -24.2% |
| All | -19.4% | +10.3% | -29.7% | -24.2% |
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