+83.6%
MAS vs ZCMD
-100.0%
+183.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.5% | +1.8% |
| 7D | -0.8% | -8.0% | +7.3% | -0.7% |
| 30D | -5.6% | -27.9% | +22.3% | -5.4% |
| 3M | +4.4% | -74.6% | +79.0% | +4.6% |
| 6M | +7.2% | -99.5% | +106.7% | +10.9% |
| YTD | +16.1% | -99.7% | +115.9% | +21.2% |
| 1Y | +0.1% | -99.9% | +100.0% | +5.4% |
| 3Y | +28.3% | -100.0% | +128.3% | +37.6% |
| 5Y | +30.5% | -100.0% | +130.5% | +40.0% |
| All | +83.6% | -100.0% | +183.6% | +108.6% |
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 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