+73.9%
MSFT vs ZBRA
-40.4%
+114.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | -0.8% | -3.4% | +2.6% | +0.1% |
| 30D | +0.8% | -7.4% | +8.2% | +2.8% |
| 3M | +27.2% | +57.5% | -30.3% | +11.1% |
| 6M | +22.9% | +64.0% | -41.1% | +5.3% |
| YTD | +3.1% | +44.3% | -41.2% | -9.0% |
| 1Y | -0.3% | +10.9% | -11.1% | -5.4% |
| 3Y | +50.1% | +37.5% | +12.6% | +26.4% |
| All | +73.9% | -40.4% | +114.3% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling