+11.7%
MA vs ZYBT
-57.8%
+69.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -3.5% | -2.5% | -1.0% | -3.5% |
| 30D | +0.7% | -1.2% | +1.9% | +0.7% |
| 3M | +15.8% | +76.7% | -60.9% | +15.0% |
| 6M | +10.2% | +103.6% | -93.4% | +9.0% |
| YTD | -0.5% | +38.3% | -38.7% | -1.1% |
| 1Y | -1.8% | -84.7% | +82.9% | +0.1% |
| All | +11.7% | -57.8% | +69.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling