+72.2%
MSFU vs ZCMD
-100.0%
+172.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -3.1% | -21.6% | +18.4% | -3.2% |
| 3M | +35.3% | -67.4% | +102.6% | +37.2% |
| 6M | +31.6% | -99.4% | +131.0% | +30.7% |
| YTD | -9.5% | -99.7% | +90.2% | -9.6% |
| 1Y | -18.4% | -99.9% | +81.5% | -18.2% |
| 3Y | +26.9% | -100.0% | +126.9% | +29.2% |
| All | +72.2% | -100.0% | +172.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling