+44.1%
MAS vs ZBRA
-45.3%
+89.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.0% |
| 7D | +3.3% | -9.5% | +12.8% | +7.0% |
| 30D | +25.5% | -15.6% | +41.1% | +33.1% |
| 3M | +11.8% | -13.2% | +25.0% | +17.2% |
| 6M | +21.3% | +44.5% | -23.2% | +2.1% |
| YTD | +37.7% | +34.5% | +3.2% | +18.2% |
| 1Y | +41.0% | +25.9% | +15.1% | +24.2% |
| 3Y | +63.0% | +61.3% | +1.7% | +22.3% |
| 5Y | +44.1% | -45.2% | +89.3% | +70.0% |
| All | +44.1% | -45.3% | +89.5% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling