+176.8%
MS vs ZBRA
+58.5%
+118.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.2% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | +5.7% | -14.0% | +19.7% | +10.6% |
| 3M | -12.2% | -14.7% | +2.5% | -8.0% |
| 6M | -0.5% | +31.3% | -31.8% | -11.3% |
| YTD | +9.8% | +33.4% | -23.6% | -4.1% |
| 1Y | +17.7% | +34.1% | -16.4% | +2.5% |
| 3Y | +176.8% | +59.9% | +116.9% | +110.4% |
| All | +176.8% | +58.5% | +118.3% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling