+470.3%
MAS vs ZBH
+287.8%
+182.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | -0.8% | -2.8% | +2.1% | +0.6% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +4.4% | +13.4% | -9.0% | -1.9% |
| 6M | +7.2% | +3.0% | +4.2% | +4.6% |
| YTD | +16.1% | +9.7% | +6.5% | +9.8% |
| 1Y | +0.1% | -5.4% | +5.5% | +0.4% |
| 3Y | +28.3% | -15.6% | +43.9% | +32.8% |
| 5Y | +30.5% | -28.1% | +58.6% | +42.9% |
| 10Y | +139.1% | -15.2% | +154.4% | +123.0% |
| All | +470.3% | +287.8% | +182.5% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling