+794.2%
MS vs ZBRA
+411.1%
+383.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +1.5% |
| 30D | 0.0% | -6.4% | +6.3% | +2.4% |
| 3M | +2.4% | +51.3% | -48.8% | -14.8% |
| 6M | +36.4% | +60.5% | -24.1% | +9.8% |
| YTD | +23.8% | +45.2% | -21.4% | +2.9% |
| 1Y | +48.6% | +12.3% | +36.3% | +35.9% |
| 3Y | +179.1% | +37.5% | +141.6% | +126.7% |
| 5Y | +144.8% | -39.2% | +184.0% | +167.1% |
| 10Y | +794.2% | +417.0% | +377.2% | +318.4% |
| All | +794.2% | +411.1% | +383.1% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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