+161.8%
MS vs Z
-19.1%
+180.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.6% | +4.7% | -4.0% |
| 7D | -3.4% | -2.3% | -1.1% | -3.0% |
| 30D | -3.9% | +9.4% | -13.3% | -5.8% |
| 3M | -15.9% | -16.1% | +0.2% | -13.7% |
| 6M | -2.5% | -30.4% | +28.0% | +3.7% |
| YTD | +5.1% | -55.6% | +60.7% | +21.0% |
| 1Y | +13.0% | -58.5% | +71.5% | +31.6% |
| All | +161.8% | -19.1% | +180.9% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling