-19.4%
MSFU vs ZCMD
-99.9%
+80.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +44.6% | -62.1% | +106.7% | +47.5% |
| 6M | +32.8% | -99.5% | +132.3% | +26.6% |
| YTD | -10.1% | -99.7% | +89.7% | -12.2% |
| 1Y | -19.4% | -99.9% | +80.5% | -18.3% |
| All | -19.4% | -99.9% | +80.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling