+716.9%
MSTR vs ZCMD
-100.0%
+816.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -6.3% |
| 7D | -11.5% | -2.9% | -8.6% | -11.4% |
| 30D | -24.8% | -28.5% | +3.6% | -23.9% |
| 3M | +20.6% | -56.5% | +77.2% | +23.8% |
| 6M | -38.0% | -99.7% | +61.7% | -29.6% |
| YTD | -24.7% | -99.9% | +75.2% | -11.1% |
| 1Y | -49.1% | -99.9% | +50.8% | -39.0% |
| 3Y | +124.7% | -100.0% | +224.7% | +220.1% |
| 5Y | +40.9% | -100.0% | +140.9% | +114.5% |
| All | +716.9% | -100.0% | +816.9% | +1,356.2% |
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