+1.7%
MSFU vs ZYBT
-57.8%
+59.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -6.9% | -2.5% | -4.5% | -6.9% |
| 30D | -5.1% | -1.2% | -3.9% | -5.1% |
| 3M | +44.6% | +76.7% | -32.0% | +38.2% |
| 6M | +32.8% | +103.6% | -70.8% | +25.0% |
| YTD | -10.1% | +38.3% | -48.3% | -14.3% |
| 1Y | -19.4% | -84.7% | +65.3% | -18.6% |
| All | +1.7% | -57.8% | +59.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling