+808.5%
MS vs Z
-1.7%
+810.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.4% | -3.0% | +4.4% | +1.9% |
| 30D | -0.3% | -4.2% | +3.9% | +0.3% |
| 3M | +0.3% | -3.7% | +4.0% | +0.3% |
| 6M | +31.3% | -24.5% | +55.8% | +37.4% |
| YTD | +24.7% | -49.3% | +74.0% | +40.3% |
| 1Y | +47.9% | -58.7% | +106.6% | +72.3% |
| 3Y | +178.3% | -34.1% | +212.5% | +187.3% |
| 5Y | +144.9% | -64.5% | +209.4% | +167.1% |
| All | +808.5% | -1.7% | +810.2% | +598.8% |
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