+32.0%
ZS vs MSFU
+95.0%
-63.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.3% | -0.1% |
| 7D | -13.4% | +4.0% | -17.5% | -15.4% |
| 30D | -16.6% | -2.3% | -14.3% | -16.1% |
| 3M | +10.3% | +7.1% | +3.2% | +5.8% |
| 6M | +28.1% | +48.9% | -20.8% | +2.1% |
| YTD | -13.3% | +2.4% | -15.8% | -18.2% |
| 1Y | -40.7% | -8.1% | -32.6% | -41.3% |
| 3Y | +11.4% | +25.2% | -13.8% | -14.1% |
| All | +32.0% | +95.0% | -63.1% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling