-0.8%
MSFT vs ZCMD
-99.9%
+99.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.1% |
| 7D | -2.7% | -8.0% | +5.3% | -2.7% |
| 30D | +2.7% | -27.9% | +30.6% | +2.6% |
| 3M | +17.0% | -74.6% | +91.5% | +17.8% |
| 6M | +23.8% | -99.5% | +123.3% | +20.8% |
| YTD | +4.0% | -99.7% | +103.7% | +2.9% |
| 1Y | -0.8% | -99.9% | +99.1% | -0.6% |
| All | -0.8% | -99.9% | +99.1% | -0.6% |
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