+4,133.6%
MSTR vs ZBH
+326.1%
+3,807.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -2.4% | -11.7% | -13.2% |
| 30D | -19.9% | +16.6% | -36.5% | -25.3% |
| 3M | +27.3% | +10.8% | +16.5% | +20.9% |
| 6M | -37.6% | +35.8% | -73.3% | -46.8% |
| YTD | -19.5% | +20.5% | -40.0% | -28.1% |
| 1Y | -47.1% | +22.7% | -69.9% | -53.4% |
| 3Y | +140.3% | +4.9% | +135.4% | +119.3% |
| 5Y | +49.5% | -12.8% | +62.3% | +54.2% |
| 10Y | +521.9% | +22.7% | +499.2% | +416.8% |
| All | +4,133.6% | +326.1% | +3,807.4% | +2,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling