-1.2%
MSCI vs ZBRA
+10.3%
-11.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.2% | -8.8% | +7.6% | -0.9% |
| 3M | -8.4% | +47.2% | -55.6% | -9.7% |
| 6M | -1.0% | +61.3% | -62.3% | -2.6% |
| YTD | -2.3% | +42.0% | -44.3% | -3.5% |
| 1Y | -1.2% | +10.5% | -11.6% | -7.0% |
| All | -1.2% | +10.3% | -11.5% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling