+114.2%
MAS vs ZCMD
-100.0%
+214.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +21.6% | -28.5% | +50.1% | +21.9% |
| 3M | +14.1% | -56.5% | +70.7% | +14.7% |
| 6M | +22.6% | -99.7% | +122.3% | +27.3% |
| YTD | +35.4% | -99.9% | +135.3% | +41.9% |
| 1Y | +37.5% | -99.9% | +137.4% | +44.7% |
| 3Y | +58.3% | -100.0% | +158.3% | +70.0% |
| 5Y | +39.1% | -100.0% | +139.1% | +50.3% |
| All | +114.2% | -100.0% | +214.2% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling