-8.5%
MTZ vs MSFU
-7.8%
-0.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -4.6% |
| 7D | -8.7% | +4.0% | -12.8% | -8.1% |
| 30D | -15.0% | -2.3% | -12.6% | -14.6% |
| 3M | -32.6% | +7.1% | -39.7% | -31.8% |
| 6M | -56.3% | +48.9% | -105.3% | -55.5% |
| YTD | -16.8% | +2.4% | -19.3% | -14.3% |
| All | -8.5% | -7.8% | -0.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling