+34.9%
MAS vs ZCMD
-99.9%
+134.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -1.9% |
| 7D | +2.0% | -4.4% | +6.4% | +2.0% |
| 30D | +19.4% | -43.0% | +62.4% | +19.7% |
| 3M | +9.4% | -54.9% | +64.3% | +9.7% |
| 6M | +15.3% | -99.8% | +115.1% | +21.5% |
| YTD | +31.3% | -99.9% | +131.2% | +38.7% |
| 1Y | +34.9% | -99.9% | +134.8% | +49.7% |
| All | +34.9% | -99.9% | +134.8% | +49.7% |
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