+48,384.2%
MSFT vs ZBRA
+9,227.6%
+39,156.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -2.7% | +1.8% | -4.5% | -3.1% |
| 30D | +2.7% | -1.7% | +4.4% | +3.0% |
| 3M | +17.0% | +47.8% | -30.8% | +5.1% |
| 6M | +23.8% | +56.7% | -32.9% | +9.0% |
| YTD | +4.0% | +49.4% | -45.4% | -7.8% |
| 1Y | -0.8% | +16.5% | -17.4% | -7.2% |
| 3Y | +55.6% | +31.5% | +24.2% | +37.1% |
| 5Y | +72.9% | -38.6% | +111.5% | +79.3% |
| 10Y | +875.8% | +421.0% | +454.9% | +504.8% |
| All | +48,384.2% | +9,227.6% | +39,156.6% | +15,310.2% |
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