+557.6%
MAS vs ZBH
+323.7%
+233.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.1% |
| 7D | +4.6% | +9.6% | -5.1% | 0.0% |
| 30D | +19.9% | +19.1% | +0.7% | +10.4% |
| 3M | +8.9% | +9.1% | -0.2% | +4.2% |
| 6M | +20.2% | +29.4% | -9.2% | +5.6% |
| YTD | +33.9% | +19.8% | +14.1% | +21.2% |
| 1Y | +34.7% | +23.4% | +11.3% | +20.2% |
| 3Y | +60.4% | +1.1% | +59.3% | +52.4% |
| 5Y | +43.5% | -18.8% | +62.2% | +49.0% |
| 10Y | +226.7% | +16.1% | +210.6% | +162.1% |
| All | +557.6% | +323.7% | +233.9% | +193.1% |
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