+3,383.0%
MSI vs ZBRA
+9,227.6%
-5,844.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -3.7% | +1.8% | -5.5% | -4.2% |
| 30D | +6.8% | -1.7% | +8.5% | +7.1% |
| 3M | +14.3% | +47.8% | -33.5% | +1.5% |
| 6M | -1.6% | +56.7% | -58.3% | -14.4% |
| YTD | +22.8% | +49.4% | -26.6% | +7.7% |
| 1Y | -1.1% | +16.5% | -17.6% | -8.0% |
| 3Y | +70.5% | +31.5% | +39.0% | +47.2% |
| 5Y | +102.8% | -38.6% | +141.4% | +109.0% |
| 10Y | +597.4% | +421.0% | +176.5% | +283.7% |
| All | +3,383.0% | +9,227.6% | -5,844.6% | +856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling