+112.4%
MS vs ZBRA
-47.4%
+159.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -10.9% | +9.3% | +2.1% |
| 30D | -3.8% | -16.6% | +12.8% | +2.0% |
| 3M | -14.6% | -11.6% | -3.0% | -11.4% |
| 6M | -5.1% | +40.2% | -45.2% | -18.0% |
| YTD | +4.5% | +32.6% | -28.1% | -8.7% |
| 1Y | +13.5% | +24.7% | -11.2% | +1.4% |
| 3Y | +160.4% | +56.3% | +104.1% | +107.7% |
| All | +112.4% | -47.4% | +159.8% | +134.6% |
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