+183.1%
MSI vs ZCMD
-100.0%
+283.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.9% |
| 7D | -1.8% | -2.0% | +0.3% | -1.8% |
| 30D | -0.6% | -19.8% | +19.2% | -0.6% |
| 3M | +13.0% | -62.1% | +75.1% | +12.4% |
| 6M | +0.5% | -99.5% | +100.0% | +3.6% |
| YTD | +21.7% | -99.7% | +121.4% | +26.0% |
| 1Y | -2.6% | -99.9% | +97.3% | +1.5% |
| 3Y | +69.7% | -100.0% | +169.6% | +81.8% |
| 5Y | +102.8% | -100.0% | +202.8% | +117.8% |
| All | +183.1% | -100.0% | +283.1% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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