+136.1%
MTZ vs MSFU
+103.9%
+32.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.1% | +7.7% |
| 7D | -2.4% | +14.6% | -17.0% | -5.3% |
| 30D | -11.1% | +2.1% | -13.2% | -11.9% |
| 3M | -30.6% | +14.7% | -45.3% | -33.1% |
| 6M | -54.4% | +55.7% | -110.0% | -59.7% |
| YTD | -13.0% | +7.1% | -20.1% | -16.3% |
| 1Y | -5.7% | -0.5% | -5.2% | -7.3% |
| 3Y | +297.2% | +35.7% | +261.4% | +236.9% |
| All | +136.1% | +103.9% | +32.2% | +64.6% |
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