+67.5%
MA vs ZBRA
-39.4%
+106.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -1.8% | +2.6% | -4.3% | -2.3% |
| 30D | +1.4% | -6.4% | +7.8% | +2.8% |
| 3M | +17.7% | +51.3% | -33.5% | +6.0% |
| 6M | +9.7% | +60.5% | -50.8% | -3.4% |
| YTD | +0.5% | +45.2% | -44.7% | -9.7% |
| 1Y | -2.1% | +12.3% | -14.4% | -6.6% |
| 3Y | +40.1% | +37.5% | +2.6% | +20.9% |
| 5Y | +67.5% | -39.2% | +106.7% | +93.5% |
| All | +67.5% | -39.4% | +106.9% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling