+966.0%
MSI vs ZBH
+287.8%
+678.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -3.7% | -2.8% | -0.9% | -2.7% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | +14.3% | +13.4% | +0.9% | +8.7% |
| 6M | -1.6% | +3.0% | -4.5% | -3.6% |
| YTD | +22.8% | +9.7% | +13.1% | +17.2% |
| 1Y | -1.1% | -5.4% | +4.3% | -1.2% |
| 3Y | +70.5% | -15.6% | +86.0% | +73.3% |
| 5Y | +102.8% | -28.1% | +130.9% | +115.7% |
| 10Y | +597.4% | -15.2% | +612.7% | +556.5% |
| All | +966.0% | +287.8% | +678.2% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling