+125.8%
MTZ vs MSFU
+95.0%
+30.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.6% |
| 7D | -8.7% | +4.0% | -12.8% | -9.8% |
| 30D | -15.0% | -2.3% | -12.6% | -15.0% |
| 3M | -32.6% | +7.1% | -39.7% | -34.1% |
| 6M | -56.3% | +48.9% | -105.3% | -61.2% |
| YTD | -16.8% | +2.4% | -19.3% | -19.4% |
| 1Y | -10.0% | -8.1% | -1.9% | -9.8% |
| 3Y | +267.1% | +25.2% | +241.9% | +216.9% |
| All | +125.8% | +95.0% | +30.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling