+115.3%
MAS vs ZCMD
-100.0%
+215.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | +23.6% | -29.9% | +53.4% | +23.9% |
| 3M | +12.4% | -54.9% | +67.3% | +13.0% |
| 6M | +21.9% | -99.7% | +121.5% | +26.6% |
| YTD | +36.1% | -99.9% | +136.0% | +42.6% |
| 1Y | +39.5% | -99.9% | +139.4% | +46.8% |
| 3Y | +59.1% | -100.0% | +159.1% | +70.8% |
| 5Y | +44.4% | -100.0% | +144.4% | +55.9% |
| All | +115.3% | -100.0% | +215.3% | +145.5% |
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