+679.2%
MS vs ZBH
+287.8%
+391.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | +1.4% | -2.8% | +4.2% | +3.2% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +0.3% | +13.4% | -13.1% | -8.9% |
| 6M | +31.3% | +3.0% | +28.4% | +25.4% |
| YTD | +24.7% | +9.7% | +15.0% | +13.8% |
| 1Y | +47.9% | -5.4% | +53.3% | +46.0% |
| 3Y | +178.3% | -15.6% | +193.9% | +183.5% |
| 5Y | +144.9% | -28.1% | +173.0% | +169.9% |
| 10Y | +804.5% | -15.2% | +819.8% | +698.0% |
| All | +679.2% | +287.8% | +391.3% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling