+41.0%
MAS vs ZBRA
-47.4%
+88.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +2.0% | -10.9% | +12.8% | +6.2% |
| 30D | +19.4% | -16.6% | +36.0% | +27.1% |
| 3M | +9.4% | -11.6% | +21.0% | +13.9% |
| 6M | +15.3% | +40.2% | -24.8% | -1.8% |
| YTD | +31.3% | +32.6% | -1.3% | +13.3% |
| 1Y | +34.9% | +24.7% | +10.2% | +19.2% |
| 3Y | +58.6% | +56.3% | +2.3% | +20.5% |
| All | +41.0% | -47.4% | +88.4% | +67.5% |
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