+71.2%
MSFU vs ZCMD
-100.0%
+171.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -6.9% | -2.0% | -4.9% | -7.0% |
| 30D | -5.1% | -19.8% | +14.7% | -5.2% |
| 3M | +44.6% | -62.1% | +106.7% | +46.8% |
| 6M | +32.8% | -99.5% | +132.3% | +32.2% |
| YTD | -10.1% | -99.7% | +89.7% | -10.1% |
| 1Y | -19.4% | -99.9% | +80.5% | -19.2% |
| 3Y | +26.2% | -100.0% | +126.2% | +28.4% |
| All | +71.2% | -100.0% | +171.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling