+19.0%
MSFT vs ZYBT
-58.9%
+77.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.7% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +27.2% | +72.2% | -45.0% | +24.4% |
| 6M | +22.9% | +103.1% | -80.2% | +19.2% |
| YTD | +3.1% | +34.8% | -31.6% | +0.7% |
| 1Y | -0.3% | -83.2% | +82.9% | 0.0% |
| All | +19.0% | -58.9% | +77.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling