+40.4%
MAS vs ZCMD
-99.9%
+140.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +5.7% |
| 7D | +14.2% | -13.3% | +27.5% | +14.2% |
| 30D | +26.8% | -49.6% | +76.4% | +27.2% |
| 3M | +13.1% | -54.6% | +67.7% | +13.4% |
| 6M | +27.9% | -99.8% | +127.7% | +34.6% |
| YTD | +38.7% | -99.9% | +138.5% | +46.1% |
| 1Y | +40.4% | -99.9% | +140.3% | +56.6% |
| All | +40.4% | -99.9% | +140.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling