+15,612.2%
MA vs ZBRA
+807.6%
+14,804.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +7.9% | -17.8% | +25.7% | +15.0% |
| 3M | +16.8% | -16.0% | +32.8% | +23.3% |
| 6M | +31.0% | +31.4% | -0.5% | +15.5% |
| YTD | +15.0% | +30.9% | -15.8% | +0.1% |
| 1Y | +17.0% | +24.3% | -7.3% | +3.6% |
| 3Y | +68.5% | +54.2% | +14.3% | +28.4% |
| 5Y | +85.0% | -46.3% | +131.3% | +103.4% |
| 10Y | +561.3% | +375.2% | +186.1% | +183.6% |
| All | +15,612.2% | +807.6% | +14,804.7% | +3,517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling