+453.1%
MS vs ZCMD
-100.0%
+553.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +1.4% | -8.0% | +9.4% | +1.5% |
| 30D | -0.3% | -27.9% | +27.6% | 0.0% |
| 3M | +0.3% | -74.6% | +74.9% | -0.4% |
| 6M | +31.3% | -99.5% | +130.8% | +33.1% |
| YTD | +24.7% | -99.7% | +124.4% | +27.3% |
| 1Y | +47.9% | -99.9% | +147.8% | +52.3% |
| 3Y | +178.3% | -100.0% | +278.3% | +201.2% |
| 5Y | +144.9% | -100.0% | +244.9% | +166.2% |
| All | +453.1% | -100.0% | +553.1% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling