-52.0%
ZTS vs MSFU
+70.7%
-122.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.8% | -2.3% | -1.4% | -3.5% |
| 30D | -2.0% | -6.3% | +4.2% | -1.4% |
| 3M | -10.2% | +40.0% | -50.1% | -14.1% |
| 6M | -39.4% | +30.1% | -69.5% | -42.0% |
| YTD | -40.8% | -10.3% | -30.5% | -40.5% |
| 1Y | -50.1% | -19.0% | -31.1% | -49.1% |
| 3Y | -58.9% | +25.8% | -84.7% | -64.3% |
| All | -52.0% | +70.7% | -122.7% | -64.3% |
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