+176.8%
MS vs ZBH
-0.3%
+177.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +5.1% | -2.3% | +7.3% | +5.5% |
| 30D | +5.7% | +12.5% | -6.8% | +3.8% |
| 3M | -12.2% | +3.9% | -16.1% | -12.8% |
| 6M | -0.5% | +25.4% | -25.9% | -4.8% |
| YTD | +9.8% | +15.7% | -5.9% | +6.5% |
| 1Y | +17.7% | +15.2% | +2.6% | +14.3% |
| 3Y | +176.8% | +0.3% | +176.5% | +152.9% |
| All | +176.8% | -0.3% | +177.2% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling