+217.0%
MAS vs ZBH
+20.1%
+196.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | +23.6% | +16.6% | +7.0% | +16.2% |
| 3M | +12.4% | +10.8% | +1.6% | +7.6% |
| 6M | +21.9% | +35.8% | -13.9% | +7.0% |
| YTD | +36.1% | +20.5% | +15.7% | +24.8% |
| 1Y | +39.5% | +22.7% | +16.8% | +26.8% |
| 3Y | +59.1% | +4.9% | +54.2% | +50.4% |
| 5Y | +44.4% | -12.8% | +57.2% | +45.4% |
| 10Y | +217.0% | +22.7% | +194.3% | +152.6% |
| All | +217.0% | +20.1% | +196.9% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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