+663.4%
MSI vs ZBH
+17.7%
+645.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +3.2% | -2.3% | +5.5% | +4.0% |
| 30D | +17.6% | +12.5% | +5.1% | +12.8% |
| 3M | +14.5% | +3.9% | +10.6% | +12.5% |
| 6M | +34.3% | +25.4% | +8.8% | +23.7% |
| YTD | +39.7% | +15.7% | +24.0% | +31.1% |
| 1Y | +40.2% | +15.2% | +25.0% | +31.6% |
| 3Y | +77.1% | +0.3% | +76.8% | +69.2% |
| 5Y | +124.0% | -16.1% | +140.1% | +125.3% |
| All | +663.4% | +17.7% | +645.7% | +549.8% |
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