+607.1%
MS vs Z
-14.9%
+622.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -1.6% | -4.6% | +3.0% | -0.7% |
| 30D | -3.8% | +8.3% | -12.1% | -5.7% |
| 3M | -14.6% | -11.6% | -3.0% | -13.3% |
| 6M | -5.1% | -33.6% | +28.6% | +1.4% |
| YTD | +4.5% | -56.7% | +61.2% | +20.5% |
| 1Y | +13.5% | -59.1% | +72.7% | +32.2% |
| 3Y | +160.4% | -20.4% | +180.8% | +157.7% |
| 5Y | +112.9% | -55.3% | +168.1% | +124.2% |
| All | +607.1% | -14.9% | +622.0% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling