+578.8%
MS vs ZBH
+16.4%
+562.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.0% |
| 7D | +0.7% | +11.3% | -10.5% | -4.1% |
| 30D | -0.9% | +21.5% | -22.5% | -9.5% |
| 3M | -13.0% | +12.5% | -25.5% | -18.0% |
| 6M | -2.0% | +32.3% | -34.3% | -15.2% |
| YTD | +7.8% | +21.4% | -13.7% | -3.8% |
| 1Y | +17.9% | +23.7% | -5.9% | +4.1% |
| 3Y | +174.8% | +7.0% | +167.7% | +149.9% |
| 5Y | +119.9% | -13.2% | +133.1% | +119.8% |
| 10Y | +578.8% | +19.3% | +559.5% | +498.8% |
| All | +578.8% | +16.4% | +562.5% | +498.8% |
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