+209.7%
MSFT vs ZCMD
-100.0%
+309.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -3.5% | -2.0% | -1.4% | -3.5% |
| 30D | -2.1% | -19.8% | +17.7% | -2.1% |
| 3M | +24.2% | -62.1% | +86.2% | +24.6% |
| 6M | +21.9% | -99.5% | +121.3% | +24.2% |
| YTD | +2.5% | -99.7% | +102.2% | +5.2% |
| 1Y | -0.8% | -99.9% | +99.1% | +2.7% |
| 3Y | +50.8% | -100.0% | +150.8% | +61.4% |
| 5Y | +73.5% | -100.0% | +173.5% | +86.3% |
| All | +209.7% | -100.0% | +309.7% | +274.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling