+67.6%
MSI vs ZBRA
+33.8%
+33.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -4.0% | -1.8% | -2.2% | -3.8% |
| 30D | -0.5% | -8.8% | +8.3% | +0.6% |
| 3M | +11.4% | +47.2% | -35.8% | +5.1% |
| 6M | +1.0% | +61.3% | -60.3% | -6.0% |
| YTD | +20.7% | +42.0% | -21.4% | +13.9% |
| 1Y | -2.7% | +10.5% | -13.2% | -5.4% |
| All | +67.6% | +33.8% | +33.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling