+72.2%
MSFU vs ZBRA
+21.2%
+51.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.3% |
| 7D | -3.2% | +2.6% | -5.7% | -4.0% |
| 30D | -3.1% | -6.4% | +3.2% | -1.0% |
| 3M | +35.3% | +51.3% | -16.0% | +14.5% |
| 6M | +31.6% | +60.5% | -28.9% | +7.9% |
| YTD | -9.5% | +45.2% | -54.7% | -23.4% |
| 1Y | -18.4% | +12.3% | -30.8% | -24.3% |
| 3Y | +26.9% | +37.5% | -10.6% | +5.6% |
| All | +72.2% | +21.2% | +51.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling