+537.0%
MS vs Z
-19.3%
+556.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +3.7% | -4.9% | +8.6% | +4.7% |
| 30D | +2.0% | +3.0% | -1.0% | +1.0% |
| 3M | -12.6% | -13.4% | +0.9% | -10.9% |
| 6M | -0.3% | -27.3% | +27.1% | +4.6% |
| YTD | +9.0% | -57.8% | +66.8% | +26.3% |
| 1Y | +13.9% | -60.0% | +73.9% | +33.1% |
| 3Y | +173.6% | -21.5% | +195.1% | +171.4% |
| 5Y | +122.0% | -55.0% | +176.9% | +133.5% |
| All | +537.0% | -19.3% | +556.3% | +395.2% |
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 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