+47.9%
MS vs Z
-58.8%
+106.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +1.4% | -3.0% | +4.4% | +1.8% |
| 30D | -0.3% | -4.2% | +3.9% | +0.3% |
| 3M | +0.3% | -3.7% | +4.0% | +1.2% |
| 6M | +31.3% | -24.5% | +55.8% | +38.5% |
| YTD | +24.7% | -49.3% | +74.0% | +37.0% |
| 1Y | +47.9% | -58.7% | +106.6% | +63.2% |
| All | +47.9% | -58.8% | +106.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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