+2.9%
MSFU vs ZYBT
-58.9%
+61.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.2% |
| 7D | -1.8% | -3.7% | +1.9% | -1.8% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | +51.9% | +72.2% | -20.4% | +45.2% |
| 6M | +35.0% | +103.1% | -68.2% | +26.9% |
| YTD | -9.0% | +34.8% | -43.8% | -13.3% |
| 1Y | -18.8% | -83.2% | +64.4% | -18.3% |
| All | +2.9% | -58.9% | +61.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling