+76.3%
MSFU vs ZCMD
-100.0%
+176.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.4% | -4.2% |
| 7D | -5.7% | -8.0% | +2.3% | -5.7% |
| 30D | +4.2% | -27.9% | +32.1% | +4.0% |
| 3M | +27.9% | -74.6% | +102.5% | +29.5% |
| 6M | +37.1% | -99.5% | +136.6% | +36.3% |
| YTD | -7.4% | -99.7% | +92.4% | -7.4% |
| 1Y | -19.6% | -99.9% | +80.3% | -19.4% |
| 3Y | +33.2% | -100.0% | +133.2% | +35.6% |
| All | +76.3% | -100.0% | +176.3% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling