+13,824.1%
MA vs ZBRA
+935.8%
+12,888.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | +1.5% | -1.7% | +3.2% | +2.0% |
| 3M | +20.4% | +47.8% | -27.3% | +2.8% |
| 6M | +11.1% | +56.7% | -45.6% | -8.1% |
| YTD | +2.0% | +49.4% | -47.4% | -14.9% |
| 1Y | -2.2% | +16.5% | -18.7% | -11.4% |
| 3Y | +41.9% | +31.5% | +10.4% | +15.7% |
| 5Y | +75.4% | -38.6% | +113.9% | +84.3% |
| 10Y | +527.5% | +421.0% | +106.6% | +162.0% |
| All | +13,824.1% | +935.8% | +12,888.3% | +2,977.3% |
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