+9.0%
MSFT vs ZCMD
-99.9%
+108.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +6.7% |
| 7D | +4.7% | -13.3% | +18.0% | +4.6% |
| 30D | +5.8% | -49.6% | +55.5% | +5.4% |
| 3M | +13.0% | -54.6% | +67.6% | +12.6% |
| 6M | +34.9% | -99.8% | +134.7% | +31.0% |
| YTD | +15.7% | -99.9% | +115.5% | +12.7% |
| 1Y | +9.0% | -99.9% | +108.9% | +7.0% |
| All | +9.0% | -99.9% | +108.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling