+1,113.0%
MSI vs ZBH
+309.2%
+803.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.6% |
| 7D | +3.2% | -2.3% | +5.5% | +4.1% |
| 30D | +17.6% | +12.5% | +5.1% | +12.1% |
| 3M | +14.5% | +3.9% | +10.6% | +12.1% |
| 6M | +34.3% | +25.4% | +8.8% | +22.1% |
| YTD | +39.7% | +15.7% | +24.0% | +29.8% |
| 1Y | +40.2% | +15.2% | +25.0% | +30.3% |
| 3Y | +77.1% | +0.3% | +76.8% | +68.0% |
| 5Y | +124.0% | -16.1% | +140.1% | +123.9% |
| 10Y | +665.5% | +17.8% | +647.7% | +533.6% |
| All | +1,113.0% | +309.2% | +803.8% | +613.4% |
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