+27.5%
MSI vs ZBH
+11.3%
+16.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +13.5% | -12.3% | -0.1% |
| 7D | +2.8% | +14.3% | -11.5% | +1.4% |
| 30D | +9.1% | +20.3% | -11.2% | +7.0% |
| 3M | +12.5% | +15.3% | -2.8% | +10.8% |
| 6M | +14.2% | +33.9% | -19.7% | +11.3% |
| YTD | +30.7% | +23.5% | +7.2% | +27.4% |
| 1Y | +27.5% | +7.9% | +19.6% | +24.1% |
| All | +27.5% | +11.3% | +16.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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