-50.3%
ZTS vs MSFU
+76.3%
-126.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.1% |
| 7D | -2.0% | -5.7% | +3.7% | -1.3% |
| 30D | +1.9% | +4.2% | -2.3% | +1.4% |
| 3M | -4.0% | +27.9% | -31.9% | -7.1% |
| 6M | -39.1% | +37.1% | -76.3% | -42.2% |
| YTD | -38.8% | -7.4% | -31.4% | -38.7% |
| 1Y | -49.6% | -19.6% | -30.0% | -48.4% |
| 3Y | -59.0% | +33.2% | -92.2% | -64.8% |
| All | -50.3% | +76.3% | -126.7% | -63.2% |
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