+6,288.2%
MS vs ZBRA
+7,673.0%
-1,384.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +1.4% | +1.8% | -0.4% | +0.7% |
| 30D | -0.3% | -1.7% | +1.4% | +0.3% |
| 3M | +0.3% | +47.8% | -47.5% | -14.9% |
| 6M | +31.3% | +56.7% | -25.4% | +8.3% |
| YTD | +24.7% | +49.4% | -24.7% | +3.9% |
| 1Y | +47.9% | +16.5% | +31.4% | +33.9% |
| 3Y | +178.3% | +31.5% | +146.9% | +134.5% |
| 5Y | +144.9% | -38.6% | +183.5% | +160.7% |
| 10Y | +804.5% | +421.0% | +383.6% | +320.3% |
| All | +6,288.2% | +7,673.0% | -1,384.8% | +1,322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling