+140.4%
MAS vs ZBRA
+427.9%
-287.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -0.8% | +1.8% | -2.5% | -1.4% |
| 30D | -5.6% | -1.7% | -3.9% | -5.1% |
| 3M | +4.4% | +47.8% | -43.3% | -10.8% |
| 6M | +7.2% | +56.7% | -49.5% | -11.2% |
| YTD | +16.1% | +49.4% | -33.3% | -2.7% |
| 1Y | +0.1% | +16.5% | -16.4% | -8.6% |
| 3Y | +28.3% | +31.5% | -3.1% | +8.2% |
| 5Y | +30.5% | -38.6% | +69.0% | +38.1% |
| All | +140.4% | +427.9% | -287.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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