+24.2%
MAS vs ZYBT
-60.5%
+84.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.5% |
| 7D | +3.3% | +12.0% | -8.7% | +3.3% |
| 30D | +25.5% | -13.9% | +39.3% | +25.4% |
| 3M | +11.8% | -21.2% | +32.9% | +11.8% |
| 6M | +21.3% | +56.8% | -35.5% | +22.8% |
| YTD | +37.7% | +29.6% | +8.2% | +39.2% |
| 1Y | +41.0% | -27.3% | +68.3% | +44.2% |
| All | +24.2% | -60.5% | +84.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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