+144.8%
MS vs ZBRA
-39.4%
+184.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | 0.0% | -6.4% | +6.3% | +2.1% |
| 3M | +2.4% | +51.3% | -48.8% | -12.8% |
| 6M | +36.4% | +60.5% | -24.1% | +12.8% |
| YTD | +23.8% | +45.2% | -21.4% | +5.4% |
| 1Y | +48.6% | +12.3% | +36.3% | +38.1% |
| 3Y | +179.1% | +37.5% | +141.6% | +133.6% |
| 5Y | +144.8% | -39.2% | +184.0% | +166.2% |
| All | +144.8% | -39.4% | +184.3% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling