+25.1%
ZM vs MSFU
+76.3%
-51.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +4.5% |
| 7D | +2.9% | -5.7% | +8.6% | +4.6% |
| 30D | +0.7% | +4.2% | -3.5% | -0.8% |
| 3M | -3.7% | +27.9% | -31.6% | -12.0% |
| 6M | +29.9% | +37.1% | -7.2% | +14.7% |
| YTD | +17.4% | -7.4% | +24.8% | +15.9% |
| 1Y | +22.4% | -19.6% | +42.0% | +25.3% |
| 3Y | +41.3% | +33.2% | +8.1% | +7.8% |
| All | +25.1% | +76.3% | -51.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling