+111.7%
MAS vs ZCMD
-100.0%
+211.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | +4.6% | -12.9% | +17.5% | +4.7% |
| 30D | +19.9% | -45.3% | +65.1% | +20.4% |
| 3M | +8.9% | -59.4% | +68.3% | +9.5% |
| 6M | +20.2% | -99.8% | +119.9% | +25.5% |
| YTD | +33.9% | -99.9% | +133.7% | +40.3% |
| 1Y | +34.7% | -99.9% | +134.6% | +41.8% |
| 3Y | +60.4% | -100.0% | +160.4% | +72.3% |
| 5Y | +43.5% | -100.0% | +143.4% | +55.0% |
| All | +111.7% | -100.0% | +211.7% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling