+114.0%
MS vs Z
-54.8%
+168.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.6% | +4.7% | -3.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.0% |
| 30D | -3.9% | +9.4% | -13.3% | -6.1% |
| 3M | -15.9% | -16.1% | +0.2% | -13.6% |
| 6M | -2.5% | -30.4% | +28.0% | +3.8% |
| YTD | +5.1% | -55.6% | +60.7% | +22.1% |
| 1Y | +13.0% | -58.5% | +71.5% | +33.0% |
| 3Y | +160.7% | -19.6% | +180.3% | +156.1% |
| 5Y | +114.0% | -54.1% | +168.2% | +116.8% |
| All | +114.0% | -54.8% | +168.8% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling