+597.6%
MSI vs ZBH
-17.1%
+614.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | -1.8% | -6.6% | +4.8% | +0.3% |
| 30D | -0.6% | -4.9% | +4.3% | +0.9% |
| 3M | +13.0% | +5.1% | +7.9% | +10.8% |
| 6M | +0.5% | +1.3% | -0.8% | -0.8% |
| YTD | +21.7% | +3.4% | +18.3% | +19.1% |
| 1Y | -2.6% | -8.7% | +6.1% | -1.5% |
| 3Y | +69.7% | -21.2% | +90.9% | +76.9% |
| 5Y | +102.8% | -29.2% | +132.0% | +115.9% |
| All | +597.6% | -17.1% | +614.8% | +562.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling