+794.2%
MS vs ZBH
-18.8%
+813.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.0% |
| 7D | +2.5% | -5.2% | +7.7% | +4.8% |
| 30D | 0.0% | -2.4% | +2.4% | +0.9% |
| 3M | +2.4% | +8.3% | -5.8% | -2.2% |
| 6M | +36.4% | +0.7% | +35.7% | +33.7% |
| YTD | +23.8% | +5.3% | +18.5% | +18.5% |
| 1Y | +48.6% | -9.1% | +57.7% | +50.7% |
| 3Y | +179.1% | -19.7% | +198.8% | +193.6% |
| 5Y | +144.8% | -31.3% | +176.1% | +173.7% |
| 10Y | +794.2% | -18.9% | +813.1% | +762.6% |
| All | +794.2% | -18.8% | +813.0% | +762.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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