+537.0%
MS vs ZBRA
+373.1%
+163.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.4% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +2.0% | -17.8% | +19.8% | +9.6% |
| 3M | -12.6% | -16.0% | +3.4% | -7.0% |
| 6M | -0.3% | +31.4% | -31.7% | -13.0% |
| YTD | +9.0% | +30.9% | -21.9% | -6.1% |
| 1Y | +13.9% | +24.3% | -10.5% | +0.1% |
| 3Y | +173.6% | +54.2% | +119.5% | +111.5% |
| 5Y | +122.0% | -46.3% | +168.3% | +154.0% |
| All | +537.0% | +373.1% | +163.9% | +237.5% |
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