+677.4%
MSTR vs ZBH
-18.0%
+695.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +7.7% | -4.9% | +12.6% | +10.1% |
| 30D | +36.3% | -3.2% | +39.6% | +37.9% |
| 3M | +13.4% | +5.8% | +7.6% | +9.0% |
| 6M | -4.5% | +2.0% | -6.5% | -7.3% |
| YTD | -12.7% | +5.8% | -18.5% | -17.2% |
| 1Y | -59.6% | -7.9% | -51.7% | -59.7% |
| 3Y | +272.5% | -19.4% | +291.8% | +287.4% |
| 5Y | +107.1% | -29.5% | +136.6% | +132.5% |
| 10Y | +677.4% | -15.5% | +692.9% | +652.7% |
| All | +677.4% | -18.0% | +695.3% | +652.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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