+160.4%
MS vs ZBRA
+50.6%
+109.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -10.9% | +9.3% | +1.9% |
| 30D | -3.8% | -16.6% | +12.8% | +1.7% |
| 3M | -14.6% | -11.6% | -3.0% | -11.5% |
| 6M | -5.1% | +40.2% | -45.2% | -17.8% |
| YTD | +4.5% | +32.6% | -28.1% | -8.6% |
| 1Y | +13.5% | +24.7% | -11.2% | +1.8% |
| 3Y | +160.4% | +56.3% | +104.1% | +98.8% |
| All | +160.4% | +50.6% | +109.8% | +98.8% |
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