+117.4%
MTZ vs MSFU
+93.3%
+24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.9% | +11.4% | +9.8% |
| 7D | -6.4% | +2.5% | -8.9% | -7.4% |
| 30D | -22.1% | -1.3% | -20.8% | -22.4% |
| 3M | -32.7% | +8.6% | -41.3% | -34.5% |
| 6M | -59.8% | +48.4% | -108.2% | -64.3% |
| YTD | -19.9% | +1.6% | -21.5% | -22.3% |
| 1Y | -11.5% | -5.8% | -5.7% | -12.2% |
| 3Y | +258.1% | +30.9% | +227.1% | +205.1% |
| All | +117.4% | +93.3% | +24.1% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling