+2,417.1%
MSCI vs ZBRA
+875.1%
+1,542.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | +0.6% | -1.7% | +2.3% | +1.1% |
| 3M | -7.1% | +47.8% | -54.8% | -21.9% |
| 6M | +0.8% | +56.7% | -55.9% | -18.1% |
| YTD | +1.0% | +49.4% | -48.4% | -17.1% |
| 1Y | +4.3% | +16.5% | -12.2% | -6.9% |
| 3Y | +9.9% | +31.5% | -21.5% | -11.9% |
| 5Y | -6.8% | -38.6% | +31.8% | -0.3% |
| 10Y | +614.7% | +421.0% | +193.7% | +184.5% |
| All | +2,417.1% | +875.1% | +1,542.0% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling