+2,806.0%
MSCI vs ZBRA
+780.2%
+2,025.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | 0.0% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | +16.5% | -15.6% | +32.1% | +23.7% |
| 3M | +18.2% | -14.5% | +32.7% | +24.7% |
| 6M | +14.0% | +50.9% | -37.0% | -6.1% |
| YTD | +16.6% | +34.8% | -18.3% | -1.0% |
| 1Y | +14.8% | +28.3% | -13.5% | -0.8% |
| 3Y | +33.3% | +58.8% | -25.6% | -2.1% |
| 5Y | +9.1% | -44.0% | +53.1% | +20.4% |
| 10Y | +820.4% | +389.6% | +430.8% | +273.0% |
| All | +2,806.0% | +780.2% | +2,025.8% | +475.2% |
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