+878.4%
MSFT vs ZBRA
+435.2%
+443.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -0.8% | -3.4% | +2.6% | +0.3% |
| 30D | +0.8% | -7.4% | +8.2% | +3.2% |
| 3M | +27.2% | +57.5% | -30.3% | +8.0% |
| 6M | +22.9% | +64.0% | -41.1% | +1.9% |
| YTD | +3.1% | +44.3% | -41.2% | -11.4% |
| 1Y | -0.3% | +10.9% | -11.1% | -7.1% |
| 3Y | +50.1% | +37.5% | +12.6% | +22.5% |
| 5Y | +74.6% | -39.7% | +114.3% | +89.2% |
| All | +878.4% | +435.2% | +443.1% | +429.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling