+383.5%
MS vs ZCMD
-100.0%
+483.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | +3.7% | -2.9% | +6.6% | +3.7% |
| 30D | +2.0% | -28.5% | +30.4% | +2.2% |
| 3M | -12.6% | -56.5% | +44.0% | -12.0% |
| 6M | -0.3% | -99.7% | +99.4% | +1.5% |
| YTD | +9.0% | -99.9% | +108.8% | +11.8% |
| 1Y | +13.9% | -99.9% | +113.8% | +17.3% |
| 3Y | +173.6% | -100.0% | +273.6% | +195.8% |
| 5Y | +122.0% | -100.0% | +222.0% | +143.8% |
| All | +383.5% | -100.0% | +483.5% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling