+44.1%
MAS vs ZBH
-14.9%
+59.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.4% |
| 7D | +3.3% | +11.3% | -8.0% | -1.2% |
| 30D | +25.5% | +21.5% | +3.9% | +16.0% |
| 3M | +11.8% | +12.5% | -0.7% | +6.3% |
| 6M | +21.3% | +32.3% | -10.9% | +7.5% |
| YTD | +37.7% | +21.4% | +16.3% | +25.8% |
| 1Y | +41.0% | +23.7% | +17.3% | +27.7% |
| 3Y | +63.0% | +7.0% | +56.0% | +51.3% |
| 5Y | +44.1% | -13.2% | +57.3% | +43.7% |
| All | +44.1% | -14.9% | +59.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling