+185.7%
MSI vs ZCMD
-100.0%
+285.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | -3.7% | -8.0% | +4.3% | -3.7% |
| 30D | +6.8% | -27.9% | +34.7% | +6.9% |
| 3M | +14.3% | -74.6% | +88.9% | +14.1% |
| 6M | -1.6% | -99.5% | +97.9% | +1.4% |
| YTD | +22.8% | -99.7% | +122.5% | +27.2% |
| 1Y | -1.1% | -99.9% | +98.8% | +3.0% |
| 3Y | +70.5% | -100.0% | +170.5% | +82.7% |
| 5Y | +102.8% | -100.0% | +202.8% | +118.2% |
| All | +185.7% | -100.0% | +285.7% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling