+33.8%
ZM vs MSFU
+29.4%
+4.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -4.3% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | -4.7% | +35.3% | -39.9% | -12.2% |
| 6M | +24.4% | +31.6% | -7.2% | +14.4% |
| YTD | +11.8% | -9.5% | +21.3% | +10.3% |
| 1Y | +13.4% | -18.4% | +31.8% | +13.5% |
| 3Y | +33.8% | +26.9% | +6.9% | +15.5% |
| All | +33.8% | +29.4% | +4.5% | +15.5% |
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