+144.8%
MS vs ZCMD
-100.0%
+244.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | 0.0% | -21.6% | +21.5% | 0.0% |
| 3M | +2.4% | -67.4% | +69.8% | +1.8% |
| 6M | +36.4% | -99.4% | +135.8% | +34.5% |
| YTD | +23.8% | -99.7% | +123.6% | +22.1% |
| 1Y | +48.6% | -99.9% | +148.5% | +46.6% |
| 3Y | +179.1% | -100.0% | +279.1% | +180.3% |
| 5Y | +144.8% | -100.0% | +244.8% | +143.3% |
| All | +144.8% | -100.0% | +244.8% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling