+513.2%
MA vs ZBRA
+407.5%
+105.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | +0.8% | -8.8% | +9.6% | +3.5% |
| 3M | +14.8% | +47.2% | -32.5% | -0.1% |
| 6M | +10.0% | +61.3% | -51.3% | -8.0% |
| YTD | -0.1% | +42.0% | -42.1% | -13.5% |
| 1Y | -2.2% | +10.5% | -12.7% | -8.7% |
| 3Y | +39.3% | +34.5% | +4.8% | +14.5% |
| 5Y | +66.3% | -40.3% | +106.6% | +80.4% |
| 10Y | +513.2% | +421.5% | +91.7% | +224.8% |
| All | +513.2% | +407.5% | +105.8% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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