+184.7%
MS vs ZCMD
-100.0%
+284.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +1.4% | -8.0% | +9.4% | +1.4% |
| 30D | -0.3% | -27.9% | +27.6% | -0.1% |
| 3M | +0.3% | -74.6% | +74.9% | -0.5% |
| 6M | +31.3% | -99.5% | +130.8% | +28.7% |
| YTD | +24.7% | -99.7% | +124.4% | +22.0% |
| 1Y | +47.9% | -99.9% | +147.8% | +44.4% |
| All | +184.7% | -100.0% | +284.7% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling