+76.3%
MSFU vs ZBRA
+24.7%
+51.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.7% |
| 7D | -5.7% | +1.8% | -7.5% | -6.3% |
| 30D | +4.2% | -1.7% | +5.9% | +4.7% |
| 3M | +27.9% | +47.8% | -19.9% | +9.4% |
| 6M | +37.1% | +56.7% | -19.6% | +13.5% |
| YTD | -7.4% | +49.4% | -56.8% | -22.4% |
| 1Y | -19.6% | +16.5% | -36.1% | -26.4% |
| 3Y | +33.2% | +31.5% | +1.7% | +13.5% |
| All | +76.3% | +24.7% | +51.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling