+211.6%
MAS vs ZBRA
+373.1%
-161.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.6% |
| 30D | +21.6% | -17.8% | +39.4% | +29.9% |
| 3M | +14.1% | -16.0% | +30.1% | +20.8% |
| 6M | +22.6% | +31.4% | -8.8% | +8.4% |
| YTD | +35.4% | +30.9% | +4.5% | +18.6% |
| 1Y | +37.5% | +24.3% | +13.2% | +22.6% |
| 3Y | +58.3% | +54.2% | +4.2% | +25.5% |
| 5Y | +39.1% | -46.3% | +85.4% | +54.0% |
| All | +211.6% | +373.1% | -161.5% | +72.3% |
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