+215.9%
MAS vs ZBRA
+402.8%
-187.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +2.0% | -10.9% | +12.8% | +6.0% |
| 30D | +19.4% | -16.6% | +36.0% | +26.9% |
| 3M | +9.4% | -11.6% | +21.0% | +13.8% |
| 6M | +15.3% | +40.2% | -24.8% | -0.8% |
| YTD | +31.3% | +32.6% | -1.3% | +14.5% |
| 1Y | +34.9% | +24.7% | +10.2% | +20.1% |
| 3Y | +58.6% | +56.3% | +2.3% | +25.1% |
| 5Y | +40.7% | -47.0% | +87.7% | +56.4% |
| All | +215.9% | +402.8% | -187.0% | +72.1% |
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