+5,423.2%
MS vs ZBRA
+6,900.9%
-1,477.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.6% |
| 7D | +0.7% | -9.5% | +10.3% | +4.3% |
| 30D | -0.9% | -15.6% | +14.7% | +5.2% |
| 3M | -13.0% | -13.2% | +0.2% | -8.7% |
| 6M | -2.0% | +44.5% | -46.5% | -16.9% |
| YTD | +7.8% | +34.5% | -26.8% | -7.0% |
| 1Y | +17.9% | +25.9% | -8.0% | +4.1% |
| 3Y | +174.8% | +61.3% | +113.5% | +114.6% |
| 5Y | +119.9% | -45.2% | +165.0% | +143.7% |
| 10Y | +578.8% | +386.5% | +192.3% | +222.6% |
| All | +5,423.2% | +6,900.9% | -1,477.7% | +1,173.9% |
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