+124.2%
MSI vs ZCMD
-100.0%
+224.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.1% |
| 7D | +3.2% | -7.7% | +10.9% | +3.2% |
| 30D | +17.6% | -34.8% | +52.4% | +17.6% |
| 3M | +14.5% | -56.3% | +70.8% | +14.5% |
| 6M | +34.3% | -99.7% | +133.9% | +36.2% |
| YTD | +39.7% | -99.9% | +139.6% | +42.1% |
| 1Y | +40.2% | -99.9% | +140.1% | +42.5% |
| 3Y | +77.1% | -100.0% | +177.1% | +81.0% |
| All | +124.2% | -100.0% | +224.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling