+1,264.8%
MKSI vs ZBH
+269.7%
+995.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | +2.7% | -4.7% | +7.4% | +5.0% |
| 30D | -12.8% | -4.5% | -8.3% | -11.2% |
| 3M | -22.5% | +7.6% | -30.1% | -26.9% |
| 6M | +19.4% | +0.3% | +19.1% | +15.8% |
| YTD | +67.7% | +4.5% | +63.2% | +58.6% |
| 1Y | +131.4% | -9.4% | +140.8% | +131.9% |
| 3Y | +197.3% | -21.5% | +218.8% | +213.9% |
| 5Y | +87.0% | -28.4% | +115.4% | +105.9% |
| 10Y | +522.1% | -16.5% | +538.6% | +507.5% |
| All | +1,264.8% | +269.7% | +995.1% | +599.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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