+62.2%
ZM vs MSFU
+21.3%
+40.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | +11.0% | -2.8% | +13.8% | +11.6% |
| 30D | +5.6% | -5.3% | +11.0% | +6.6% |
| 3M | -9.1% | +7.2% | -16.4% | -11.1% |
| 6M | -2.6% | +51.0% | -53.6% | -13.0% |
| YTD | +15.7% | -1.2% | +16.9% | +11.3% |
| 1Y | +18.8% | -10.3% | +29.1% | +16.4% |
| 3Y | +62.2% | +22.2% | +39.9% | +39.9% |
| All | +62.2% | +21.3% | +40.8% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling